Immune checkpoint inhibitors (ICIs), monoclonal antibodies to cytotoxic T-lymphocyte-associated protein 4, programmed cell death 1 or its ligand PD-L1 are rapidly changing the treatment landscape and prognosis of many cancer types. Following their initial approval in melanoma in 2011, ICIs are now approved in many other cancers. Despite the long-term, durable response that can be noted with ICIs, the majority of patients do not respond to ICIs and some of the initial responders develop relapsed disease during their treatment course. In order to improve the response rate to ICIs, an understanding of the mechanisms of resistance is critical. Given the number of different ways cancers can become resistant to ICIs, patient-rather than population-based strategies to reverse resistance will likely be needed. We review the currently defined mechanisms of resistance to ICIs and discuss possible methods to overcome these mechanisms.