For many decades, cancer treatment has been strongly directed toward the development of cytotoxic and cytostatic drugs, quite often leading to disappointing results due to the inter- and intra-tumoral heterogeneity. Lately, this intra-cellular look has given way to the understanding of the tumor microenvironment, thus enabling modification of the immunological dynamics between tumor cells and their host. An era of new drugs aiming to unlock the host immune system against tumor cells is steadily increasing. Strategies involving adoptive cell therapy, therapeutic vaccines, immune checkpoint inhibitors and so on have provided spectacular clinical responses and increased survival in previously refractory settings and “hard-to-treat” cancers. Based on a comprehensive search in the main scientific databases, annals of recent renowned oncology congresses and platforms of ongoing trials, the clinical pharmacology characteristics of the main classes of immunotherapeutic agents, as well as the new treatment strategies related to immunotherapy in solid tumors, are carefully discussed throughout this review.