The idea of cancer immunotherapy has been around for more than a century; however, the first immunotherapeutic ipilimumab, an anti-CTLA-4 antibody, has only recently been approved by the US FDA for melanoma. With an increasing understanding of the immune response, it is expected that more therapies will follow. This review aims to provide a general overview of immunotherapy in melanoma. We first explain the development of cancer immunotherapy more than a century ago and the general opinions about it over time. This is followed by a general overview of the immune reaction in order to give insight into the possible targets for therapy. Finally, we will discuss the current therapies for melanoma, their shortcomings and why it is important to develop patient stratification criteria. We conclude with an overview of recent discoveries and possible future therapies.