Adrenocortical cancers and metastatic pheochromocytomas are the most common malignancies originating in the adrenal glands. Metastatic paragangliomas are extra-adrenal tumors that share similar genetic and molecular profiles with metastatic pheochromocytomas and, subsequently, these tumors are studied together. Adrenocortical cancers and metastatic pheochromocytomas and paragangliomas are orphan diseases with limited therapeutic options worldwide. As in any other cancers, adrenocortical cancers and metastatic pheochromocytomas and paragangliomas avoid the immune system. Hypoxia-pseudohypoxia, activation of the PD-1/PD-L1 pathway, and/or microsatellite instability suggest that immunotherapy with checkpoint inhibitors could be a therapeutic option for patients with these tumors. The results of clinical trials with checkpoint inhibitors for adrenocortical carcinoma or metastatic pheochromocytoma or paraganglioma demonstrate limited benefits; nevertheless, these results also suggest interesting mechanisms that might enhance clinical responses to checkpoint inhibitors. These mechanisms include the normalization of tumor vasculature, modification of the hormonal environment, and vaccination with specific tumor antigens. Combinations of checkpoint inhibitors with classical therapies, such as chemotherapy, tyrosine kinase inhibitors, radiopharmaceuticals, and/or novel therapies, such as vaccines, should be evaluated in clinical trials.