Magneto killed him in AOA...and, a year later in AOA time, he's still quite dead.
He hasn't come back from his latest death in the regular universe, either.
Apocalypse doesn't have any "weaknesses" per se, like some magic bullet, work every time technique. Rather, you just keep chopping away with sufficient powers to take him out. Nimrod can adapt to anything on the fly - he can generate psionic powers to overwhelm Poccy and neutralize any mind-traps he has. He can create a molecular disruptor and prevent Poccy from shape-shifting, or even make him lose control of his own body. Pretty much whatever it takes. Nimrod is pretty uber.
heh heh...either way, the fact that he has to change bodies every so often pretty much throws the whole immortal thing out of the window anyway. I mean - why do you think he has to change bodies? And what do you think will happen if he DOESN'T? It's ain't just to keep up his good looks, you know...
If he doesn't, he'll die.