A wide range of strategies in cancer immunotherapy has been developed in the last decade, some of which are currently being used in clinical settings. The development of these immunotherapeutical strategies has been facilitated by the generation of relevant transgenic animal models. Since the different strategies in experimental immunotherapy of cancer each aim to activate different immune system components, a variety of transgenic animals have been generated either expressing tumor associated, HLA, oncogenic or immune effector cell molecule proteins. This review aims to discuss the existing transgenic mouse models generated to study and develop cancer immunotherapy strategies and the variable results obtained. The potential of the various transgenic animal models regarding the development of anti-cancer immunotherapeutical strategies is evaluated.