Compared with previous standards of care (including chemotherapy, radiotherapy, and surgery), cancer immunotherapy has brought significant improvements for patients in terms of survival and quality of life. Immunotherapy has now firmly established itself as a novel pillar of cancer care, from the metastatic stage to the adjuvant and neoadjuvant settings in numerous cancer types. In this review article, we highlight how the history of cancer immunotherapy paved the way for discoveries that are now part of the standard of care. We also highlight the current pitfalls and limitations of cancer checkpoint immunotherapy and how novel research in the fields of personalized cancer vaccines, autoimmunity, the microbiome, the tumour microenvironment, and metabolomics is aiming to solve those challenges.