There is substantial heterogeneity between different subtypes of sarcoma regarding their biological behavior and microenvironment, which impacts their responsiveness to immunotherapy. Alveolar soft-part sarcoma, synovial sarcoma and undifferentiated pleomorphic sarcoma show higher immunogenicity and better responses to checkpoint inhibitors. Combination strategies adding immunotherapy to chemotherapy and/or tyrosine–kinase inhibitors globally seem superior to single-agent schemes. Therapeutic vaccines and different forms of adoptive cell therapy, mainly engineered TCRs, CAR-T cells and TIL therapy, are emerging as new forms of immunotherapy for advanced solid tumors. Tumor lymphocytic infiltration and other prognostic and predictive biomarkers are under research.