Immune checkpoint therapy via PD-1 antibodies has shown exciting clinical value and robust therapeutic potential in clinical practice. It can significantly improve progression-free survival and overall survival. Following surgery, radiotherapy, chemotherapy, and targeted therapy, cancer treatment has now entered the age of immunotherapy. Although cancer immunotherapy has shown remarkable efficacy, it also suffers from limitations such as irAEs, cytokine storm, low response rate, etc. In this review, we discuss the basic classification, research progress, and limitations of cancer immunotherapy. Besides, by combining cancer immunotherapy resistance mechanism with analysis of combination therapy, we give our insights into the development of new anticancer immunotherapy strategies.