Cancer is a major public health issue and figures among the leading causes of death in the world. Cancer development is a long process, involving the mutation, amplification or deletion of genes and chromosomal rearrangements. The transformed cells change morphologically, enlarge, become invasive and finally detach from the primary tumor to metastasize in other organs through the blood and/or lymph. During this process, the tumor cells interact with their microenvironment, which is complex and composed of stromal and immune cells that penetrate the tumor site via blood vessels and lymphoid capillaries. All subsets of immune cells can be found in tumors, but their respective density, functionality and organization vary from one type of tumor to another. Whereas inflammatory cells play a protumoral role, there is a large body of evidence of effector memory T cells controlling tumor invasion and metastasis. Thus, high densities of memory Th1/CD8 cytotoxic T cells in the primary tumors correlate with good prognosis in most tumor types. Tertiary lymphoid structures, which contain mature dendritic cells (DC) in a T cell zone, proliferating B cells and follicular DC, are found in the tumor stroma and they correlate with intratumoral Th1/CD8 T cell and B cell infiltration. Eventually, tumors undergo genetic and epigenetic modifications that allow them to escape being controlled by the immune system. This comprehensive review describes the immune contexture of human primary and metastatic tumors, how it impacts on patient outcomes and how it could be used as a predictive biomarker and guide immunotherapies.