After decades of work to develop immune-based therapies for cancer, the first drugs designed specifically to engage the host anti-tumor immune response for therapeutic benefit were recently approved for clinical use. Sipuleucel-T, a vaccine for advanced prostate cancer, and ipilimumab, a monoclonal antibody that mitigates the negative impact of cytotoxic T lymphocyte antigen-4 signaling on tumor immunity, provide a modest clinical benefit in some patients. The arrival of these drugs in the clinic is a significant advance that we can capitalize on for even better clinical outcomes. The strategic and scientifically rational integration of vaccines and other direct immunomodulators with standard cancer therapeutics should lead to therapeutic synergy and high rates of tumor rejection. This review focuses on the use of cyclophosphamide, doxorubicin, and HER-2-specific monoclonal antibodies to dissect mechanisms of immune tolerance relevant to breast cancer patients and illustrates how appropriate preclinical models can powerfully inform clinical translation. The immune-modulating activity of targeted, pathway-specific, small molecule therapeutics is also discussed. Fully understanding how cancer drugs impact the immune system should lead to the ultimate personalized cancer medicine: effective combinatorial immunotherapy strategies that simultaneously target signaling pathways essential for tumor growth and progression, and systematically break multiple, distinct immune tolerance pathways to maximize tumor rejection and effect cure.