HLA class I antigens play a key role in immune recognition of transformed and virally infected cells via binding to the peptides of "non-self" or aberrantly expressed proteins and subsequent presentation of the newly formed "HLA-I-peptide" complex to T lymphocytes. Consequently, a chain of immune reactions is initiated leading to tumor cell elimination by cytotoxic T cells. Altered tumor expression of HLA class I is frequently observed in various types of malignancies. It represents one of the main mechanisms used by cancer cells to evade immunosurveillance. Because of immune selection, HLA class I-negative variants escape and lead to tumor growth and metastatic colonization. Loss or downregulation of HLA class I antigens on tumor cell surface is a factor that limits clinical outcome of peptide-based cancer vaccines aimed to increasing specific anti-tumor activity of cytotoxic T lymphocytes. Thus, gaining more knowledge regarding frequency of HLA class I defect, its tissue specificity, and underlying molecular mechanisms may help designing appropriate therapeutic strategies in cancer treatment. Here, we describe various types of HLA class I alterations found in different malignancies and molecular mechanisms that underlie these defects. We also discuss a correlation between HLA class I defects cancer progression in melanoma patients with poor clinical response to autologous vaccination.