Immunotherapy of metastatic melanoma consists of various approaches leading to specific or non-specific immunomodulation. The use of FDA-approved interleukin (IL)-2 alone, in combination with interferon alpha, and/or with various chemotherapeutic agents (biochemotherapy) is associated with significant toxicity and poor efficacy that does not improve overall survival of 96% of patients. Many studies with allogeneic and autologous vaccines have demonstrated no clinical benefit, and some randomised trials even showed a detrimental effect in the vaccine arm. The ongoing effort to develop melanoma vaccines based on dendritic cells and peptides is driven by advances in understanding antigen presentation and processing, and by new techniques of vaccine preparation, stabilisation and delivery. Several agents that have shown promising activity in metastatic melanoma including IL-21 and monoclonal antibodies targeting cytotoxic T lymphocyte-associated antigen 4 (anti-CTLA-4) or CD137 are discussed. Recent advances of intratumour gene transfer technologies and adoptive immunotherapy, which represents a promising although technically challenging direction, are also discussed.