Is there a cryptographic algorithm which is immune to side channel attacks? Is there any cryptographic algorithm immune to side channel attacks based on scan chain? In VLSI point of view.
A cryptographical algorithm can't be immune or not immune to side channel attacks; this is because a side channel attack attacks the implementation and not the actual algorithm.  Any algorithm that uses secret data can be implemented in a way that has side channel attacks, and any algorithm can be implemented in a way that may be resistant (the hard-core side channel attack guys will say that no implementation is totally immune) to side channel attacks.

That said, there are certainly algorithms that are easier to implement in a way that resists side channel attacks.