Urothelial cancer, which is predominantly seen in men, is common throughout the world. Most disease presents as non-muscle invasive bladder cancer (NMIBC), with cancer recurring or progressing to muscle invasive disease in more than 50% of patients after initial therapy. NMIBC is an immune responsive disease, as indicated by the use of intravesical bacillus Calmette-Guérin as treatment for more than 3 decades. The advent of T-cell checkpoint inhibitors, especially those directed at programmed death 1 (PD-1) and its ligand (PD-L1), has had a significant impact on the therapy of advanced urothelial cancer. This had led to a revisitation of immunotherapy in urothelial cancer, as well as the genesis of trials using novel immunotherapeutic agents. This review focuses on immunotherapy in NMIBC, both on its own and as a potential treatment in combination with RT. It also discusses the development of immunotherapies in early bladder cancer disease states, and in neoadjuvant and adjuvant perioperative settings for localized muscle invasive cancers.