Recent clinical trials using vaccines directed toward tumour-associated antigens (TA) have shown the increasing capacity of vaccines to cause immunologic responses. In fact, strongly reactive TA-specific cytolytic T-lymphocytes and tumour-infiltrating lymphocytes (TIL) can be identified and expanded ex vivo from patients with metastatic melanoma vaccinated with melanoma-associated antigens. Paradoxically, this strong immunological response does not correlate with clinical tumour regression. Proposed mechanisms responsible for this glaring inconsistency are numerous and varied; systemic immunosuppressive as well as local mechanistic factors are implicated. In this review we will critically evaluate the possible mechanisms that allow tumours to escape immune destruction and be tolerated by the immune system. In addition, strategies that may allow further insight into the biology of tumour rejection are discussed, in the hope of deepening the understanding of this phenomenon and enhancing its therapeutic potential.