Hepatocellular carcinoma (HCC) and cholangiocarcinoma (CCA) constitute highly malignant forms of primary liver cancers. Hepatocellular and bile duct carcinogenesis is a multiplex process, caused by various genetic and epigenetic alterations, the influence of environmental factors, as well as the implication of the gut microbiome, which was undervalued in the previous years. The molecular and immunological analysis of the above malignancies, as well as the identification of the crucial role of intestinal microbiota for hepatic and biliary pathogenesis, opened the horizon for novel therapeutic strategies, such as immunotherapy, and enhanced the overall survival of cancer patients. Some of the immunotherapy strategies that are either clinically applied or under pre-clinical studies include monoclonal antibodies, immune checkpoint blockade, cancer vaccines, as well as the utilization of oncolytic viral vectors and Chimeric antigen, receptor-engineered T (CAR-T) cell therapy. In this current review, we will shed light on the recent therapeutic modalities for the above primary liver cancers, as well as on the methods for the enhancement and optimization of anti-tumor immunity.