I don't know which material it was made of but the blast doors in Star Wars I: Phantom Menace are more or less impervious to the light sabers:
Blast doors were extra doors that were closed next to a room's regular entrance or other closed door to provide extra reinforcements against hostile forces such as explosives, powerful blasters, or even lightsabers.
From the Legends Wookieepedia Article on Blast Doors
However, as we see in the same film, Qui-Gon cannot cut through the blast door but has to melt through:
I don't know if you count Beskar, which appears in Mandalorian and other SW-series to be relevant to your question:
Beskar was one of the toughest and most legendary metals in the galaxy. The alloy could withstand direct blaster fire and was capable of repelling the strikes of a lightsaber. The metal could also be reforged to any warrior's liking.
From the Canon Wookieepedia Article on Beskar
However, Exar Kun was able to cut through Beskar:
Mandalorians furnished starships and constructed weapons with beskar, while the Jedi Master Arca Jeth utilized a heavy slab of Mandalorian iron to seal the tomb of the deceased Sith Lord Freedon Nadd on Dxun. The beskar door proved an impediment for the Dark Jedi Exar Kun, who was shocked to find that his lightsaber was rebuffed by the Mandalorian iron, and only gained access to the blocked tomb with repeated strikes of his saber at its highest power output.
From the Legends Wookieepedia Article on Beskar
So, with Beskar being officially one of the toughest material in the Star Wars Universe and a lightsaber being able to cut through, there is probably no material that is totally impervious to lightsabers. However, as we see in the Phantom Menace, there are materials even a lightsaber cannot simply cut through. With enough time, it would seem like everything can be gone through with a lightsaber.
In Legends, there are materials that can block a lightsaber. Not directly a material but metal enhanced by Sith Alchemy
Sith swords were constructed through various metallurgical and arcane means, transmuting base metals into an alchemical alloy possessing an unusual affinity for dark side energies. The rare metallic compounds used in its construction could result in blades varying in weight from 3 kilograms up to 6.5 kilograms, a blade far heavier than its 1.4 meter length[source?] would indicate. It often required great strength of body as well as in the Force to successfully wield the weapon and make it as dangerous as a lightsaber. In fact, the alchemical alterations allowed the Sith sword to block incoming lightsaber attacks, as well as deflect and redirect blaster bolts in much the same way a lightsaber did.
From the Sith Swords article on Wookieepedia
If block means it's totally impervious to lightsabers or simply can resist it for a short time before the lightsaber melting through, I don't know.