Metastatic melanoma was the first malignancy in which immune checkpoint inhibitors demonstrated their successful efficacy. Currently, the knowledge on the interaction between the immune system and malignant disease is steadily increasing and new drugs and therapeutic strategies are overlooking in the clinical scenario. To provide a comprehensive overview of immune modulating drugs currently available in the treatment of melanoma as well as to discuss of possible future strategies in the metastatic melanoma setting, the present review aims at analyzing controversial aspects about the optimal immunomodulating treatment sequences, the search for biomarkers of efficacy of immunocheckpoint inhibitors, and innovative combinations of drugs currently under investigation.