Increasing evidence suggests that altered immunity and chronic inflammation play a key role in the etiology of many malignancies, but the underlying biological mechanisms involved remain unclear. Systemic markers of immunity may not represent the clinically relevant, site-specific immune response, whereas tissue-based markers may more accurately reflect the local immunologic mechanisms by which precursor lesions develop into cancer. Tissues are often only available in individuals with disease. Previous studies have measured tumor-infiltrating lymphocytes to predict prognosis and survival, but it can be challenging to use tissue-based markers to study the natural history of cancer due to limitations with regard to temporality, the availability of appropriate comparison groups, and other epidemiologic issues. In this commentary, we discuss several epidemiologic study design and study population considerations to address these issues, including the strengths and limitations of using tissue-based markers to study immune response and cancer development. We also discuss how the use of tissue-based immune markers fits into the greater context of molecular epidemiology, which encompasses multiple technologies and techniques, and how implementation of tissue-based immune markers will provide an increased understanding of site-specific biological mechanisms involved in carcinogenesis.