Immune monitoring in the tumor microenvironment allows for important insights into immune mechanisms of response and resistance to various cancer treatments; however clinical challenges exist using current strategies. Significant questions remain regarding monitoring of archival versus fresh tissue, assessment of static versus dynamic markers, evaluation of limited tissue samples, and the translation of insights gained from immunologically “hot” tumors such as melanoma to other “cold” tumor microenvironments prevalent in other cancer types. Current and emerging immune monitoring strategies will be examined herein, and genomic-based assays complementing these techniques will also be discussed. Finally, host genomic and external environmental factors influencing anti-tumor immune responses will be considered, including the role of the gut microbiome. Though optimal immune monitoring techniques are in evolution, great promise exists in recent advances that will help guide patient selection as far as type, sequence, and combination of therapeutic regimens to enhance anti-tumor immunity and clinical responses.