In this review, we summarize the immunology of nonmelanoma skin cancers (NMSCs) and the clinical data with immunotherapy in this heterogeneous group of cancers that include basal cell carcinoma (BCC), cutaneous squamous cell carcinoma (CSCC), and Merkel cell carcinoma (MCC). NMSCs are exceedingly common, and their treatment consumes substantial health care resources. Annual global mortality from NMSCs is comparable to that from malignant melanoma. Although the majority of NMSCs are localized at diagnosis and are treated effectively with surgery, metastases (nodal and distant) can sometimes arise and require systemic therapy. Given the success of immunotherapy in treating cutaneous melanoma, there has been an increasing interest in studying the immunology of NMSCs. Immunocompromised patients have a substantially higher risk of developing NMSCs (particularly CSCC and MCC), suggesting a role of the immune system in the pathogenesis of these cancers. Similar to cutaneous melanoma, the pathogenesis of BCC, CSCC, and virus-negative MCC is related to DNA damage from ultraviolet radiation exposure, and these cancers have a very high tumor mutational burden, which likely results in higher levels of tumor neoantigens that may be targets for the immune system. Viral antigens in virus-positive MCC are also strongly immunogenic. Emerging data from clinical trials of immune checkpoint inhibitors in NMSCs look very promising and are rapidly changing the treatment landscape of these cancers. Specifically, pembrolizumab and avelumab are U.S. Food and Drug Administration-approved for treatment of metastatic MCC and cemiplimab for metastatic CSCC. Several ongoing trials are investigating novel immunotherapies (monotherapies as well as combination) for treatment of NMSCs.