In recent years, the arrival of the immunotherapy industry has introduced the possibility of providing transformative, durable, and potentially curative outcomes for various forms of malignancies. However, further research has shown that there are a number of issues that significantly reduce the effectiveness of immunotherapy, especially in solid tumors. First of all, these problems are related to the protective mechanisms of the tumor and its microenvironment. Currently, major efforts are focused on overcoming protective mechanisms by using different adoptive cell therapy variants and modifications of genetically engineered constructs. In addition, a complex workforce is required to develop and implement these treatments. To overcome these significant challenges, innovative strategies and approaches are necessary to engineer more powerful variations of immunotherapy with improved antitumor activity and decreased toxicity. In this review, we discuss recent innovations in immunotherapy aimed at improving clinical efficacy in solid tumors, as well as strategies to overcome the limitations of various immunotherapies.