Background: In advanced bladder cancer (BCa), platinum-based chemotherapy represents the first-choice treatment. In the last ten years, immune checkpoint inhibitors (ICIs) have changed the therapeutic landscape of many solid tumors. Our review aims to summarize the main findings regarding the clinical use of ICIs in advanced BCa. Methods: We searched PubMed, Embase, and Cochrane databases, and conference abstracts from international congresses (ASCO, ESMO, ASCO GU) for clinical trials, focusing on ICIs as monotherapy and combinations in metastatic BCa. Results: 18 studies were identified. ICIs targeting PD1 (nivolumab, pembrolizumab), PD-L1 (avelumab, atezolizumab, durvalumab), and CTLA4 (ipilimumab, tremelimumab) were used. Survival outcomes have been improved by second-line ICIs, whereas first-line results are dismal. Avelumab maintenance in patients obtaining disease control with chemotherapy has achieved the highest survival rates. Conclusions: ICIs improve survival after platinum-based chemotherapy. Avelumab maintenance represents a new practice-changing treatment. The combinations of ICIs and other compounds, such as FGFR-inhibitors, antibody-drug conjugates, and anti-angiogenic drugs, represent promising therapeutic approaches. Biomarkers with predictive roles and sequencing strategies are warranted for best patient selection.