What is a star that never sets at latitude?

Stars near the north celestial pole and the south celestial pole become "circumpolar" at high latitudes. They "circle around the pole". For example, the star Polaris never sets anywhere in the northern hemisphere. Constellations like the Big Dipper, Draco or Cassiopeia are "circumpolar" north of about 30 degrees north latitude.

While there is no "south pole star", a constellation such as the Southern Cross is circumpolar south of about 40 degrees South.