The incidence of in situ melanoma (MIS) has increased over the last decades. The mainstay of treatment for MIS, including lentigo maligna (LM), is complete surgical excision with clear margins (0.5 to 1.0 cm). Nevertheless, MIS lesions often affect elderly patients with comorbidities and involve large lesions in cosmetically sensitive areas, which means surgery is not always appropriate. Non-surgical treatments have a role in these cases, and include radiotherapy, cryosurgery, immunotherapy, laser therapy, and other topical medications. This study aims to review the applications of immunotherapy in MIS, either in monotherapy or in combination with other therapeutic alternatives. The main forms of immunotherapy used are imiquimod and, to a lesser extent, intralesional interferon-α (IL-INF-α) and ingenol mebutate (IM). IL-INF-α and IM have not been studied as extensively as imiquimod, whose results in real-life practice are encouraging. The clearance and recurrence rates reported in MIS treated with imiquimod as monotherapy, or as an adjuvant after surgery with affected or narrow margins, make imiquimod a reliable therapeutic alternative in selected cases. Also, its use as a neoadjuvant therapy before surgery was shown to reduce the final surgical defect size required to confirm negative histologic margins. In conclusion, local immunotherapy is frequently used in clinical practice and experience confirms it to be an excellent option for certain patients.