Plasmonic immunosensors are usually made of a noble metal (in the form of a film or nanoparticles) on which bioreceptors are grafted to sense analytes based on the antibody/antigen or other affinity mechanism. Optical fiber configurations are a miniaturized counterpart to the bulky Kretschmann prism and allow easy light injection and remote operation. To excite a surface plasmon (SP), the core-guided light is locally outcoupled. Unclad optical fibers were the first configurations reported to this end. Among the different architectures able to bring light in contact with the surrounding medium, a great quantity of research is today being conducted on metal-coated fiber gratings photo-imprinted in the fiber core, as they provide modal features that enable SP generation at any wavelength, especially in the telecommunication window. They are perfectly suited for use with cost-effective high-resolution interrogators, allowing both a high sensitivity and a low limit of detection to be reached in immunosensing. This paper will review recent progress made in this field with different kinds of gratings: uniform, tilted and eccentric short-period gratings as well as long-period fiber gratings. Practical cases will be reported, showing that such sensors can be used in very small volumes of analytes and even possibly applied to in vivo diagnosis.