With the advent of immunotherapeutics, a new era in the combat against cancer has begun. Particularly promising are neo-epitope-targeted therapies as the expression of neo-antigens is tumor-specific. In turn, this allows the selective targeting and killing of cancer cells whilst healthy cells remain largely unaffected. So far, many advances have been made in the development of treatment options which are tailored to the individual neo-epitope repertoire. The next big step is the achievement of efficacious “off-the-shelf” immunotherapies. For this, shared neo-epitopes propose an optimal target. Given the tremendous potential, a thorough understanding of the underlying mechanisms which lead to the formation of neo-antigens is of fundamental importance. Here, we review the various processes which result in the formation of neo-epitopes. Broadly, the origin of neo-epitopes can be categorized into three groups: canonical, noncanonical, and viral neo-epitopes. For the canonical neo-antigens that arise in direct consequence of somatic mutations, we summarize past and recent findings. Beyond that, our main focus is put on the discussion of noncanonical and viral neo-epitopes as we believe that targeting those provides an encouraging perspective to shape the future of cancer immunotherapeutics.