Malignant cells have the capacity to rapidly grow exponentially and spread in part by suppressing, evading, and exploiting the host immune system. Immunotherapy is a form of oncologic treatment directed towards enhancing the host immune system against cancer. In recent years, manipulation of immune checkpoints or pathways has emerged as an important and effective form of immunotherapy. Agents that target cytotoxic T lymphocyte-associated molecule-4 (CTLA-4), programmed cell death receptor-1 (PD-1), and programmed cell death ligand-1 (PD-L1) are the most widely studied and recognized. Immunotherapy, however, extends beyond immune checkpoint therapy by using new molecules such as chimeric monoclonal antibodies and antibody drug conjugates that target malignant cells and promote their destruction. Genetically modified T cells expressing chimeric antigen receptors are able to recognize specific antigens on cancer cells and subsequently activate the immune system. Native or genetically modified viruses with oncolytic activity are of great interest as, besides destroying malignant cells, they can increase anti-tumor activity in response to the release of new antigens and danger signals as a result of infection and tumor cell lysis. Vaccines are also being explored, either in the form of autologous or allogenic tumor peptide antigens, genetically modified dendritic cells that express tumor peptides, or even in the use of RNA, DNA, bacteria, or virus as vectors of specific tumor markers. Most of these agents are yet under development, but they promise to be important options to boost the host immune system to control and eliminate malignancy. In this review, we have provided detailed discussion of different forms of immunotherapy agents other than checkpoint-modifying drugs. The specific focus of this manuscript is to include first-in-human phase I and phase I/II clinical trials intended to allow the identification of those drugs that most likely will continue to develop and possibly join the immunotherapeutic arsenal in a near future.