Immunotherapy has assumed increasing importance in the therapy of malignant melanoma. The main reason is the high immunogenicity of the tumor itself, so that an immune response against the tumor often exists even without immune stimulation. The goal of modern immunotherapeutic approaches is to augment these anti-tumoral immune reactions to fight the tumor. Despite multiple successes, the ultimate breakthrough in the therapy of malignant melanoma has not yet been achieved. This overview summarizes the reasons for this lack of success and highlights future strategies for more successful therapy of malignant melanoma.