For example, I am doing Watcher's Keep at the moment and I encountered a lich in one of the maze rooms that was almost indestructible for no apparent reason. I used everything I had (I have both Aerie and Jaheera so I have a strong arsenal of spells) Breach, Doom, Pierce Magic, Greater Malison, Spellstrike and the list goes on. Nothing worked. I won't even mention damage spells. Not even weapons. Well weapons did, sometimes.
In Watcher's Keep? That's not a lich, it's a demi-lich: much nastier. They're immune to weapons with less than a +4 enchantment, and even then they take only 1 HP of damage per hit; they're immune to spells under level 9; and they cast Imprisonment at will. To some extent you're not expected to be able to beat it, unless you're really dedicated! You don't need to face the demi-lich to get through the game, or even through Watcher's Keep.
I'm not going to defend the game design very hard, because it is stupidly difficult, but bear in mind also that Watcher's Keep was intentionally designed to be stupidly difficult, because that's what a lot of the fans wanted. It's much harder than the main quest. If you get past that level of Watcher's Keep, there are a few encounters still awaiting you that I think are even harder. (And IMHO Watcher's Keep was a step down in difficulty from Durlag's Tower in Baldur's Gate 1 -- not to mention the boss that you face after leaving that dungeon, who makes the demi-lich feel like a relaxing stroll in the park.)
That said, there are a few reliable techniques for tackling the demi-lich.
Transform your PC into the Slayer. This is often the simplest solution to some difficult battles in BG2.
Epic-level spells like Dragon's Breath will work. (For a frontal confrontation like that, though, you'll need Spell Immunity: Abjuration beforehand to protect you from Imprisonment; and other protections like Death Ward, Spell Trap, and/or a Protection from Magic scroll.)
Use a Protection from Undead scroll on a character armed with an undead-destroying weapon, like the Mace of Disruption. Send only that character into the room.
Alternatively, a fighter/mage with an undead-destroying weapon, Spell Immunity: Abjuration, and Whirlwind Strike ought to do the trick (I've never tried this one myself). Again, send only that character into the room.
Traps. Use a Mind Flayer mind control circlet on the demi-lich, lay a few traps in the room, then walk the demi-lich over the traps. (Traps are also an effective tactic for some other really nasty battles later on in Watcher's Keep and Throne of Bhaal.)
It's very vicious game design, in that there's only a limited range of options that will work (the above isn't an exhaustive list by any means). Baldur's Gate is just like that in places. On the other hand, (a) you don't actually need to play that area, and (b) your PC's Slayer Transformation is always an option.