Such a person [*can do no wrong*](http://www.macmillandictionary.com/dictionary/british/someone-can-do-no-wrong)

> used for saying that someone is considered by other people to be perfect, although you may not agree with this opinion  
*His parents think he can do no wrong.*

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He might also be called [above the law](https://www.google.fr/search?q=define:above+the+law)

> in a position where one can avoid being bound by the laws that govern ordinary people.  
*"the army was above the law and enjoyed complete impunity"*

Or [untouchable](https://www.google.fr/search?q=define:untouchable)

> not able or allowed to be touched or affected.  
*"drug barons who were legally untouchable"*

The cause of these latter two could be that everyone believes him innocent; however it could also because people believe him too powerful and dangerous to be stopped.

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And, to some extent (i.e. literally), the person is a [hypocrite](http://dictionary.reference.com/browse/hypocrite)

> a person who pretends to have virtues, moral or religious beliefs, principles, etc., that he or she does not actually possess, especially a person whose actions belie stated beliefs.