The prognosis of patients with metastatic melanoma has dramatically improved in recent years with the introduction of two new therapeutic strategies. BRAF and MEK inhibitors are small molecules that are able to block the mitogen-activated protein kinase (MAPK) pathway, which is constitutively activated by recurrent BRAF V600 mutations in 45% of melanoma patients. These agents were shown to provide a rapid and strong response but are often limited by a high rate of secondary resistance. Monoclonal antibodies against the immune checkpoints cytotoxic T lymphocyte-associated antigen 4 (CTLA-4) and programmed death 1 (PD-1) can restore an efficient and durable anti-tumor immunity, even following treatment discontinuation. Anti-PD-1 antibodies were shown to prolong survival of metastatic melanoma patients and a real cure seems to be obtainable in some patients. Many more therapies are currently under investigation, given that 50% of patients still do not have long-term benefits from approved treatments. The main goal is to avoid or circumvent primary or secondary immune resistance to anti-PD-1 therapy not only by targeting other players in the tumor microenvironment but also by optimizing treatment sequencing and combining anti-PD-1 with other treatments, especially with BRAF and MEK inhibitors. The unexpected major successes of immunotherapies in melanoma have opened the way for the development of these treatments in other cancers. In this review, we describe the different available treatments, their toxicities, and the key components of our decisional algorithms, and give an overview of what we expect to be the near future of melanoma treatment.