Spoilers: TW Children of Earth and DW S1 finale.
Disclaimer: I don't own Torchwood or Doctor Who
There's a man called Captain Jack Harkness in every universe. But not all of the Jacks are immortal. There are universes where he never became the man who travelled with the Doctor. This Jack never left Boeshane Peninsula, because he never lost his brother. This Jack started a family and dieed in an another invasion to his home.
In a universe where he did lose his brother and became a Time Agent, Jack never met the Doctor, because he never lost those two years and in the end he died whilst on a mission of the Time Agency, some say the Agecy was behind the failed mission in order to get rid off agent Harkness, but it was never confirmed.
There's a version of Jack Harkness who met and travelled with the Doctor and Rose Tyler, but he was never brought back by the Bad Wolf and died as a hero who was defending the Earth. In the universes where Jack was made immortal by the Bad Wolf he didn't always get left behind, sometimes he continued to travel with the Doctor and Rose, never becoming a part of the Torchwood institute. In some universes Jack got his happy ending despite being an immortal man, finding the love of his life, getting married and starting a family, the Bad Wolf making sure he that he was never alone again.
And then there are universes where Jack Harkness ended up in a space bar mourning for the loss of his lover, the one man who managed to make Jack fall in love again after all the lonely years he spent in Torchwood three. There are universes where Captain Jack Harkness met a man called Ianto Jones and fell in love with him and watched him die in his arms.
There are countless universes which have a Jack Harkness, but there's only universe where Ianto Jones didn't die in the Thames House, only one universe where Jack could spent his eternity with Ianto Jones.