Hello! I'm looking for a book, or article, perhaps scholarly, that
talks about what stories or books fall into the "Literature of
Immortality"

Basically I'm interested in a survey of all literature from the greek
classics to modern day, that take as their theme immortality and the
desire by humans to attain it.

Here's a brief list of science fiction novels that deal with the
subject of immortality:

http://www.bookwarp.com/immort.htm

Here is one:  "The Wandering Jew", a 19th century novel.  Also
mentioned is "The Flying Dutchman".

http://en.wikipedia.org/wiki/Wandering_Jew

"Dracula" and other vampire stories deal with it, as do those about
people selling their souls to the devil.  Pinky will know the name of
the movie about a baseball player with this theme.

And of course, a great many religious works deal with the subject.

If you want some fiction regarding immortality, Piers Anthony's series
titled "The Incarnations of Immortality" are interesting.

Here's a link to these novels from Amazon : 
http://www.amazon.com/exec/obidos/search-handle-form/002-6570888-7178437

There are 7 books in the series.  Each book details the story of
another "incarnation" - a human being that is doing the JOB of an
Immortal.  Death, Time, Fate, Nature, War and finally the Devil.

Brady

George Bernard Shaw's play, 'Back to Methuselah' may be of interest.

Do not miss one of the best:

Macropulos secret.

Originally play and later also opera by Janacek.
It is included in this collection of essays and plays:
http://www.amazon.com/exec/obidos/ISBN%3D0945774079/hedgehogreviewA/104-6740789-0961509