There is a bug in Skyrim that makes it impossible to defeat Alduin when you encounter him. This bug has existed for a while, but in case you are unaware of how to get around it, here are a few tips to help fix this glitch.
If you find yourself battling Alduin the first time and you can't seem to harm him as he seems invincible, there is a reason why this glitch has occurred. If a player attacks Alduin before his initial speech (and Parthurnaax tells you to use Dragonrend), then there is a bug that makes it impossible to harm Alduin.
Xbox 360: The fix is to exit the game. Now go to console settings, memory, hit the Y button and choose "Reset Cache". Now, next time you meet Alduin you can defeat him.
PS3: Turning off the system and turning it on and reloading the game may fix the issue, though in either case the solution guaranteed to work is to use a saved game from before this first encounter (reload before Parthurnaax tells you about Dragonrend) and follow through allowing the speech to occur.
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