There's no known natural immunity for HIV. Vaccines work by triggering an immune response, but if there isn't an immune response that works, a vaccine won't be effective.
It's a bit more complicated than that. HIV does generate antibodies. Your body does fight HIV and remove it from your system. (The rapid test for HIV tests for those antibodies. If you test positive, you still need a viral load test).
The trouble with HIV is during the infection process, it has an reverse transcriptase enzyme and an integrase enzyme, the two of which allow it to build DNA sequences and alter the host DNA. It permanently alters the host, allowing the virus to continue reproducing.
There are some people for which this modification does nothing (long term non-progressives), but the for the majority of human beings, their immune system collapses within a few months or years (without treatment).
