First of all "License to Kill" is a real thing rather than being completely fictional. However this is, although it has been made famous by jamesJames Bond franchise. According to wikipedia,Wikipedia:
License to kill is the official sanction by a government or government agency to a particular operative or employee to initiate the use of lethal force in the delivery of their objectives, well known as a literary device used in espionage fiction. The initiation of lethal force is in comparison to the use of lethal force in self-defense or the protection of life.
regardingRegarding your question Is his immunity only binding for the justice system of the UK or are there any allies which also recognize his immunity?
The legitimacy of deadly force usage from country to country is generally controlled by statute law, particular and direct executive orders, the common law, or rules of engagement
Wikipedia also mentions about the part of James Bond franchise in popularising this concept
The idea of a licence to kill is popularly known from the James Bond novels and films, where it is signified by the "00" (Double O) designation given to the agents in the series who are licenced to kill; Bond himself is famously agent 007.
More details can be read on the wikipedia entry.