In recent years, immunotherapy has produced encouraging results in a rapidly increasing number of solid tumors. The responsiveness of bladder cancer to immunotherapy was first established in nonmuscle invasive disease in 1976 with intravesical instillations of bacillus Calmette-Guérin (BCG). Very recently immune checkpoint inhibitors demonstrated good activity and significant efficacy in metastatic disease. In particular the best results were obtained with programmed death-ligand-1 (PD-L1) and programmed death-1 (PD-1) inhibitors, but many other immune checkpoint inhibitors, including anti-cytotoxic T-lymphocyte-associated protein-4 (CTLA-4) antibodies, are currently under investigation in several trials. Simultaneously other therapeutic strategies which recruit an adaptive immune response against tumoral antigens or employ externally manipulated tumor infiltrating lymphocytes might change the natural history of bladder cancer in the near future. This review describes the rationale for the use of immunotherapy in bladder cancer and discusses recent and ongoing clinical trials with checkpoint inhibitors and other novel immunotherapy agents.