Much of our knowledge regarding cancer immunotherapy has been derived from sarcoma models. However, translation of preclinical findings to bedside success has been limited in this disease, though several intriguing clinical studies hint at the potential efficacy of this treatment modality. The rarity and heterogeneity of tumors of mesenchymal origin continues to be a challenge from a therapeutic standpoint. Nonetheless, sarcomas remain attractive targets for immunotherapy, as they can be characterized by specific epitopes, either from their mesenchymal origins or specific alterations in gene products. To date, standard vaccine trials have proven disappointing, likely due to mechanisms by which tumors equilibrate with and ultimately escape immune surveillance. More sophisticated approaches will likely require multimodal techniques, both by enhancing immunity, but also geared towards overcoming innate mechanisms of immunosuppression that favor tumorigenesis.