Recent scientific advances have expanded our understanding of the immune system and its response to malignant cells. The clinical goal of tumour immunotherapy is to provide either passive or active immunity against malignancies by harnessing the immune system to target tumours. Monoclonal antibodies, cytokines, cellular immunotherapy, and vaccines have increasingly become successful therapeutic agents for the treatment of solid and haematological cancers in preclinical models, clinical trials, and practice. In this article, we review recent advances in the immunotherapy of cancer, focusing on new strategies and future perspectives as well as on clinical trials attempting to enhance the efficacy of immunotherapeutic modalities and translate this knowledge into effective cancer therapies.