A spell or ability that counters spells can still target Fry. When that spell or ability resolves, Fry won’t be countered, but any additional effects of that spell or ability will still happen.

If the target creature or planeswalker is an illegal target by the time Fry tries to resolve, the spell won’t resolve and will be put into its owner’s graveyard with no effect. This is true even though it can’t be countered.