We have millions of bacteria in and on our bodies, and are usually no harm to us. Howcome our immune systems don't attack them?

Is it just that they are protected by living in biofilms?

Most bacteria in your body are not actually in your body. See, the basic structure of vertebrate (to be totally technical, coelemate) anatomy is like a pipe; the world on the outside of the pipe and food/fluid on the inside, with the fleshy parts being the pipe itself. The immune system proper only attacks the bacteria that live in the "pipe itself" part, which is normally fairly clear of bacteria/viruses/fungi/algae/etc.

Good answer Zyncod.

Alternatively, consider that a human whose immune system does not attack beneficial microbes, or does not waste resources attacking non-harmful microbes, is likely to be more efficient than one who does. So he would be selectively advantaged to a small degree.

would this be an example of symbiogenesis

The answe is a combination of Zyncod and Sayonara's. Yes most don't live within the eye of the immune system but also it is in our best interest to not kill them. Evolution has steered our immune system to ignore the little helpers.