For 3,000 years thou shalt wander over this earth, without a companion and without being able to talk with anyone. Alone and without anybody by thy side, thou shalt wander through diverse countries, O wretch, thou shalt have no place in the midst of men. The stench of pus and blood shall emanate from thee, and inaccessible forests and dreary moors shall be thy abode! Thou shalt wander over the Earth, O thou of sinful soul, with the weight of all diseases on thee.
So Ashwathama was born immortal and is wandering around the earth because of Shri Krishna's curse.
When Rama was about to leave Ayodhya at the end of his reign, Lord Rama in his original form of Shri Vishnu ordered Vibhishana to stay on earth and serve the people and guide them to the path of truth and Dharma. Hence, Vibhishana is considered one of the seven immortals or Chiranjeevins.
Rama cured him and blessed him with immortality, but Hanuman refused this and asked only for a place at Rama's feet to worship him. Touched, Rama blessed him with immortality anyway. Like Shesha Nag, Hanuman would live on after the Kalpa (destruction of the universe).
Hanuman prophesied that Bhima would soon be a part of a terrible war, and promised Bhima that he would sit on the flag of his brother Arjuna's chariot and shout a battle cry for Bhima that would weaken the hearts of his enemies. Content, Hanuman left his brother to his search, and after that prophesied war, would not be seen again until early 1600s when he met Tulsidas.
After that, he continues to reside in Himalayas.
Lord Parashurama stays and does tapasya in Mahendragiri Mountains. The Kalki Purana writes that he will re emerge at the end of time to be the martial guru of Kalki. He will then instruct the final Avatar to undertake penance to receive celestial weaponry, required to save mankind at the end time.
He will appear at the end of the Kali yuga to be the guru of Vishnu's tenth and last avatar, Kalki. He will instruct Kalki.
Diptimat, Gslava, Parasurama, Kripa, Drauni or Ashwatthama, Vyasa and Rishyasringa will be the Saptarishis of Savarni manvantara and Kripacharya, Parashurama, Vyasa, and Ashwathama are chiranjivis.
King Bali was pushed by the pious Vama to Sutala Loka. Vishnu, impressed with his devotion blessed him with boon of immortality and told him to rule Patala Loka. He also told him that he will be Indra in Savarni Manvantara. So as of now, he is in Sutala Loka ruling there and will reside in Swarga in his next manvantara when he becomes Indra. Sutala Loka is a place just below Patala Loka and is even more beautiful than Swarga. On Onam,Bali returns to earth to visit his people in Kerala. King Bali is son of Virochana, grandson of King Prahlad, and great-grandson of Hiranyakashipu.
Besides Ashwathama who continues to wander around the earth and Parashurama who resides in Mahendragiri Mountains and King Bali who was sent to Sutala Loka by Vamana, the rest of the chiranjivis that include, Vyasa, Hanuman, Kripacharya, Markandeya, and Vibhishana continue to reside and live in Himalaya Mountains.