Heh, this reminds me of something. I've seen "1 steppe bandits" and "1 mountain bandits" running around for quite some time in my game.
Apparently, with only one unit, the dude's really fast and can outrun most, if not all, lords trying to catch him, thus surviving several weeks actually. It's a total waste of my time too, so I don't even bother chasing that one. So we have a practically immortal bandit here. (Though I'm pretty sure the guy's not making any profit whatsoever.)