Advanced renal-cell carcinoma is a very difficult tumour to treat, and response rates to biological therapies are less than 20%. The identification of various molecular and cellular markers has led to the development of novel therapies. Despite evaluation of their association with histological subtype, immune infiltration, molecular markers of cell proliferation, p53 mutation, and growth-factor-receptor expression, none of these markers has proved better predictive factors than tumour stage and histological grade. The identification of tumour-associated antigens and the specificity of cellular immune responses have led to the development of targeted immunotherapy with monoclonal antibodies, radioimmunotherapy, and T-cell therapies. In this review, we evaluate a range of markers associated with renal-cell carcinoma and new treatment approaches based on tumour-associated antigens and, in particular, T-cell epitopes.