Merkel cell carcinoma (MCC) is an aggressive neuroendocrine tumor of the skin whose incidence is rising. Multimodal treatment is crucial in the non-metastatic, potentially curable setting. However, the optimal management of patients with non-metastatic MCC is still unclear. In addition, novel insights into tumor biology and newly developed treatments (e.g., immune checkpoint inhibitors) that dramatically improved outcomes in the advanced setting are being investigated in earlier stages with promising results. Nevertheless, the combination of new strategies with consolidated ones needs to be clarified. We reviewed available evidence supporting the current treatment recommendations of localized MCC with a focus on potentially ground-breaking future strategies. Advantages and disadvantages of the different treatment modalities, including surgery, radiotherapy, chemotherapy, and immunotherapy in the non-metastatic setting, are analyzed, as well as those of different treatment modalities (adjuvant as opposed to neoadjuvant). Lastly, we provide an outlook of remarkable ongoing studies and of promising agents and strategies in the treatment of patients with non-metastatic MCC.