Natural killer (NK) cells are innate lymphocytes that play an important role in immunosurveillance, acting alongside other immune cells in the response against various types of malignant tumors and the prevention of metastasis. Since their discovery in the 1970s, they have been thoroughly studied for their capacity to kill neoplastic cells without the need for previous sensitization, executing rapid and robust cytotoxic activity, but also helper functions. In agreement with this, NK cells are being exploited in many ways to treat cancer. The broad arsenal of NK-based therapies includes adoptive transfer of in vitro expanded and activated cells, genetically engineered cells to contain chimeric antigen receptors (CAR-NKs), in vivo stimulation of NK cells (by cytokine therapy, checkpoint blockade therapies, etc.), and tumor-specific antibody-guided NK cells, among others. In this article, we review pivotal aspects of NK cells’ biology and their contribution to immune responses against tumors, as well as providing a wide perspective on the many antineoplastic strategies using NK cells. Finally, we also discuss those approaches that have the potential to control glioblastoma—a disease that, currently, causes inevitable death, usually in a short time after diagnosis.