Our increasing knowledge of the mechanisms by which tumour cells escape immune effector cells is helping to establish new approaches to therapeutic vaccination against tumour development. One of the escape mechanisms used by tumour cells is the generation of multiple variants with different HLA phenotypes. These MHC class I phenotypic alterations play a key role in the tumour-host scenario, as they are crucial molecules for antigen presentation to T cells and modulation of natural killer (NK) cell activity. This review presents evidence indicating that tumours develop sophisticated MHC phenotypes that allow them to escape immune surveillance. We evaluate the importance of these alterations in terms of the potential development of therapeutic approaches to immune vaccination.