The development of effective immunotherapy strategies for glioma requires adequate understanding of the unique immunological microenvironment in the central nervous system (CNS) and CNS tumors. Although the CNS is often considered to be an immunologically privileged site and poses unique challenges for the delivery of effector cells and molecules, recent advances in technology and discoveries in CNS immunology suggest novel mechanisms that may significantly improve the efficacy of immunotherapy against gliomas. In this review, we first summarize recent advances in the CNS and CNS tumor immunology. We address factors that may promote immune escape of gliomas. We also review advances in passive and active immunotherapy strategies for glioma, with an emphasis on lessons learned from recent early-phase clinical trials. We also discuss novel immunotherapy strategies that have been recently tested in non-CNS tumors and show great potential for application to gliomas. Finally, we discuss how each of these promising strategies can be combined to achieve clinical benefit for patients with gliomas.