You can, Lions/linas finger of death will hit anything, BKB and naix spellimmuneUltimates can be blocked... even in DotA, from what I have seen... unless I'm wrong... lol
They go through spell immune units if the Minimum required level of the hero ability is 6.
However...the only way to counter it is have a spell Immunity as your hero ability with minimum required level as 6.
That way even ultimates cant be cast on that unit....unless its a physical spell.
> what determines if it's an ultimate
An Ultimate is any Hero ability with a required level (to learn it) of 2 or higher.