The ability of CD8+ T cells to recognize melanoma tumors has led to the development of immunotherapeutic approaches that use the antigens CD8+ T cells recognize. However, clinical response rates have been disappointing. Here we summarize our work to understand the mechanisms of self-tolerance that limit responses to currently utilized antigens and our approach to identify new antigens directly tied to malignancy. We also explore several aspects of the anti-tumor immune response induced by peptide-pulsed dendritic cells (DCs). DCs differentially augment the avidity of recall T cells specific for self-antigens and overcome a process of aberrant CD8+ T-cell differentiation that occurs in tumor-draining lymph nodes. DC migration is constrained by injection route, resulting in immune responses in localized lymphoid tissue, and differential control of tumors depending on their location in the body. We demonstrate that CD8+ T-cell differentiation in different lymphoid compartments alters the expression of homing receptor molecules and leads to the presence of systemic central memory cells. Our studies highlight several issues that must be addressed to improve the efficacy of tumor immunotherapy.