This article starts from two books by Santiago Alba Rico and Peter Sloterdijk to address the problem of nihilism, leading to Nietzsche and Heidegger to theoretically center the discussion and to conclude that the very idea of Salvation is nihilistic and belongs to its own logic. The fundamental problem can be approached as the conflict between the escape to some metaphysical or transcendent instance - the State or the Revolution, material forms of the Kingdom -or the immersion- which implies the full assumption of suffering and enjoyment -in immanence.