Immunotherapy is a quickly developing type of treatment and the future of therapy in oncology. This paper is a review of recent findings in the field of immunotherapy with an emphasis on immune checkpoint inhibitors. The challenges that immunotherapy might face in near future, such as primary and acquired resistance and the irAEs, are described in this article, as well as the perspectives such as identification of environmental modifiers of immunity and development of anti-cancer vaccines and combined therapies. There are multiple factors that may be responsible for immunoresistance, such as genomic factors, factors related to the immune system cells or to the cancer microenvironment, factors emerging from the host cells, as well as other factors such as advanced age, biological sex, diet, many hormones, existing comorbidities, and the gut microbiome.