In one decade, immunotherapy based on immune checkpoint blockades (ICBs) has become a new pillar of cancer treatment following surgery, radiation, chemotherapy, and targeted therapies. However, not all cancer patients benefit from single or combination therapy with anti-CTLA-4 and anti-PD-1/PD-L1 monoclonal antibodies. Thus, an increasing number of immune checkpoint proteins (ICPs) have been screened and their effectiveness evaluated in preclinical and clinical trials. Lymphocyte activation gene-3 (LAG-3), T cell immunoglobulin and mucin-domain-containing-3 (TIM-3), and T cell immunoreceptor with immunoglobulin and tyrosine-based inhibitory motif (ITIM) domain (TIGIT) constitute the second wave of immunotherapy targets that show great promise for use in the treatment of solid tumors and leukemia. To promote the research and clinical application of ICBs directed at these targets, we summarize their discovery, immunotherapy mechanism, preclinical efficiency, and clinical trial results in this review.