The use of checkpoint inhibitor monoclonal antibodies (MAbs) has transformed the landscape of cancer immunotherapy. Consequently, human tumors can be characterized as either “hot” or “cold.” Hot tumors are defined by the presence of tumor infiltrating T-cell lymphocytes (TILs); melanoma is the prototype of a hot tumor. Studies have shown that the presence of TILs results in tumor cells expressing molecules, termed “checkpoints,” with the ability to anergize T cells. The clinical use of these checkpoint inhibitor MAbs has resulted in durable anti-tumor responses in approximately 50% of patients with melanoma and in 10%–15% of patients with some solid tumors such as lung cancer. The vast majority of solid tumors, that is, carcinomas of the breast, prostate, colon, and lung, as well as others, however, can be characterized as cold in that they do not respond to checkpoint inhibitor therapy. Preclinical studies and ongoing clinical studies are now revealing that a multi-modal approach to cancer immunotherapy can result in increased anti-tumor activity. This includes the use of agents designed to (a) activate the immune response with the use of vaccines, (b) potentiate the immune response with cytokines such as IL-15 and IL-12; these cytokines also have the potential to activate the innate immune system, for example, natural killer (NK) cells, (c) eliminate or reduce immunosuppressive entities such as TGF-beta, IL-8, and checkpoint molecules, and (d) modify the tumor phenotype to render tumor cells more susceptible to T-cell‒mediated attack. Recent preclinical and clinical studies have also shown that the use of bifunctional agents capable of bringing both immunostimulatory molecules as well as molecules to inhibit immunosuppressive entities to the tumor microenvironment results in enhanced anti-tumor activity.