Neuroblastoma, a solid tumor arising from developing cells of the sympathetic nervous system, is the most common extracranial tumor in children. The prognosis for high-risk neuroblastoma remains poor with conventional treatment, and new approaches are therefore being explored to treat this disease. One such alternative therapy that holds promise is immune therapy. We review here the recent advances in four types of immune therapy-cytokine, vaccine, antibody and cellular therapy-to treat neuroblastoma. We present preclinical research and clinical trials on several promising candidates such as IL-12, dendritic cell vaccines, anti-GD2 antibodies and allogeneic hematopoietic stem cell transplant. An optimal treatment plan for neuroblastoma will most likely involve multimodal approaches and combinations of immune therapies.