The advent of cancer immunotherapy (CIT) and its success in treating primary and metastatic cancer may offer substantially improved outcomes for patients. Despite recent advancements, many malignancies remain resistant to CIT, among which are brain metastases, a particularly virulent disease with no apparent cure. The immunologically unique niche of the brain has prompted compelling new questions in immuno-oncology such as the effects of tissue-specific differences in immune response, heterogeneity between primary tumors and distant metastases, and the role of spatiotemporal dynamics in shaping an effective anti-tumor immune response. Current methods to examine the immunobiology of metastases in the brain are constrained by tissue processing methods that limit spatial data collection, omit dynamic information, and cannot recapitulate the heterogeneity of the tumor microenvironment. In the current review, we describe how high-resolution, live imaging tools, particularly intravital microscopy (IVM), are instrumental in answering these questions. IVM of pre-clinical cancer models enables short- and long-term observations of critical immunobiology and metastatic growth phenomena to potentially generate revolutionary insights into the spatiotemporal dynamics of brain metastasis, interactions of CIT with immune elements therein, and influence of chemo- and radiotherapy. We describe the utility of IVM to study brain metastasis in mice by tracking the migration and growth of fluorescently-labeled cells, including cancer cells and immune subsets, while monitoring the physical environment within optical windows using imaging dyes and other signal generation mechanisms to illuminate angiogenesis, hypoxia, and/or CIT drug expression within the metastatic niche. Our review summarizes the current knowledge regarding brain metastases and the immune milieu, presents the current status of CIT and its prospects in targeting brain metastases to circumvent therapeutic resistance, and proposes avenues to utilize IVM to study CIT drug delivery and therapeutic efficacy in preclinical models that will ultimately facilitate novel drug discovery and innovative combination therapies.