After reading about virotherapy recently I was redirected by my own curiosity as to why certain parts of the body are immune to immune system responses. Apparently, the eyes, placenta/fetus and testicles have immune privilege. Immune privilege are areas that act as a sort of safe space for grafts and transplants without rejection. This is thought to be a means of protection from the potentially dangerous inflammatory response of our immune system. Read the original Wikipedia link above to get the full details.
The CNS is also thought to have some properties of immune privilege but it is more of a retroactive method than proactive.