Sarcomas are a heterogenous group of mesenchymal cancers comprising over 100 subtypes. Current chemotherapy for all but a very few subtypes has limited efficacy, resulting in 5-year relative survival rates of 16% for metastatic patients. While sarcomas have often been regarded as an "immune cold" tumor category, recent biomarker studies have confirmed a great deal of immune heterogeneity across sarcoma subtypes. Reports from the first generation of clinical trials treating sarcomas with immunotherapy demonstrate a few positive responses, supporting efforts to stratify patients to optimize response rates. This review summarizes recent advances in knowledge around immune biomarker expression in sarcomas, the potential use of new technologies to complement these study results, and clinical trials particularly of immune checkpoint inhibitor therapy in sarcomas.Each of the immune biomarkers assessed was reviewed for subtype-specific expression patterns and correlation with prognosis. Overall, there is extensive heterogeneity of immune biomarker presence across sarcoma subtypes, and no consensus on the prognostic effect of these biomarkers. New technologies such as multiplex immunohistochemistry and high plex in situ profiling may offer more insights into the sarcoma microenvironment. To date, clinical trials using immune checkpoint inhibitor monotherapy have not shown compelling clinical benefits. Combination therapy with dual checkpoint inhibitors or in combinations with other agents has yielded more promising results in dedifferentiated liposarcoma, undifferentiated pleomorphic sarcoma, angiosarcoma and alveolar soft-part sarcoma. Better understanding of the sarcoma immune status through biomarkers may help decipher the reasons behind differential responses to immunotherapy.