Improvement in survival among patients with early malignancy is well established in various cancers. However, long-term survival in those with advanced malignancy has changed little and this poses a major therapeutic challenge to clinicians. Anti-cancer immunotherapy is a novel approach, which is still experimental, but offers a new therapeutic strategy. In this review, we discuss the basic immunological interplay between the host immune system and the tumour, mechanisms of anti-tumour immune responses induced by immunotherapy and key in vivo pilot studies of active specific immunotherapy in various sold cancers, carried out during the last five years.