The quest for immunotherapies against cancer has been ongoing for many years, and a greater understanding of the normal mechanisms involved in developing immune responses has now led to clinically effective therapies. With the licensing of Ipilimumab and Sipuleucel-T, immunotherapeutic strategies are taking their place alongside conventional treatments for cancer. This review will consider the different modalities of immunotherapy, highlighting clinical benefits observed and considering the immunological basis and evidence of their efficacy. Dendritic cell therapy, targeting activation and regulation of T cells, oncolytic virus vaccines and adoptive T cell therapies will all be considered, regarding the current situation and avenues for future exploration.