I remember how carefully Amy has described the songs meaning before, but I'll express my interpretation using the song title.

'My Immortal' is using a great term meaning ageless and undying, that also has a very almost mythological connotation that really compliments the feel and imagery of the band. The idea that someone close to you is gone, but their not dead for you, and perhaps never will be. Their life and words continues to echo, deathless, and the singer seeks escape. Also, 'My' Immortal adds a personal touch, loosening the definition of the word immortal, and aswell making it hit-home much more.

A really powerful, mournful song about a bittersweet release from sadness and picking up the pieces to move on. Plus, a beautiful video.

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"The World is a Dangerous Place, not because of those who do Evil,
but because of those who look on and do Nothing." -Albert Einstein

"With Great Power comes Great Responsibility." -Ben Parker