People tend to respond to stress differently depending on certain different factors. The rule is that the longer the length and the more intense the qualities of stressors are the more harmful the effects will be.
Children who were abused during their early formative years or those who grew up abused may have developed long-term abnormalities in their hypothalamus-pituitary system which regulates stress.
People have different personality traits and each trait responds uniquely to stressful events.
Believe it or not, but even genetics play a big role in affecting stress. There are people who have efficient relaxation response as stated in a 2001 study on genetic abnormality in serotonin regulation. Serotonin is a brain chemical that is involved with feelings of well being. The study is on how serotonin is associated with a heightened reactivity of the heart and blood pressure.
There are certain diseases that are associated with immune abnormalities such as rheumatoid arthritis and eczema that may impair a response to stress.