Glioblastoma (GBM) is the most common malignant primary brain tumor in adults. Despite standard therapies, including resection and chemoradiation, recurrence is virtually inevitable. Current treatment for recurrent glioblastoma (rGBM) is rapidly evolving, and emerging therapies aimed at targeting primary GBM are often first tested in rGBM to demonstrate safety and feasibility, which, in recent years, has primarily been in the form of immunotherapy. The purpose of this review is to highlight progress in clinical trials of immunotherapy for rGBM, including immune checkpoint blockade, oncolytic virotherapy, chimeric antigen receptor (CAR) T-cell therapy, cancer vaccine and immunotoxins. Three independent reviewers covered literature, published between the years 2000 and 2022, in various online databases. In general, the efficacy of immunotherapy in rGBM remains uncertain, and is limited to subsets/small cohorts of patients, despite demonstrating feasibility in early-stage clinical trials. However, considerable progress has been made in understanding the mechanisms that may preclude rGBM patients from responding to immunotherapy, as well as in developing new approaches/combination strategies that may inspire optimism for the utility of immunotherapy in this devastating disease. Continued trials are necessary to further assess the best therapeutic avenues and ascertain which treatments might benefit each patient individually.