In healthy individuals, immune-checkpoint molecules prevent autoimmune responses and limit immune cell-mediated tissue damage. Tumors frequently exploit these molecules to evade eradication by the immune system. Over the past years, immune-checkpoint blockade of cytotoxic T lymphocyte antigen-4 and programed death-1 emerged as promising strategies to activate antitumor cytotoxic T cell responses. Although complete regression and long-term survival is achieved in some patients, not all patients respond. This review describes promising, novel combination approaches involving immune-checkpoint blockade in the context of the cancer-immunity cycle, aimed at increasing response rates to the single treatments. Specifically, we discuss combinations that promote antigen release and presentation, that further amplify T cell activation, that inhibit trafficking of regulatory T cells or MSDCs, that stimulate intratumoral T cell infiltration, that increase cancer recognition by T cells, and that stimulate tumor killing.