Malignant melanoma is a very representative disease in terms of tumor progression processes. During its evolution, a series of events takes place; among these, the cells' 'out-of-control' growth and loss of homeostasis play crucial roles in the genesis of the tumor itself and its subsequent progression. These events involve several molecular mechanisms associated with both melanocyte transformation and changes to/in the surrounding microenvironment. In particular, interactions between transformed cells and between these cells and the local extracellular matrix (ECM) play key roles in melanoma progression. A description of main ECM molecules involved in melanoma tumor progression, of different cell types present in the tumor microenvironment, and the interactions between all these elements, will be discussed in this review. Taking a broad view of the activity of these cells, molecules, and systems and mechanisms that allow for interference with their expression/function could be useful for designing potential combinations of specific target therapies and immunotherapies that could be more efficient approaches against malignant melanoma.