The leishmaniases are a group of diseases caused by protozoa of the genus Leishmania and affect millions of people worldwide. The leishmaniases are transmitted to vertebrate hosts by phlebotomine sand flies. In this review, we focus on several issues that have been poorly addressed in ongoing efforts to develop a vaccine against Leishmania, namely: vaccination with antigens present in sand fly saliva, vaccines based on intracellular Leishmania antigens, and use of recombinant BCG as a vehicle for vaccination. Additionally, we address the differences between L. major and L. braziliensis and the impact that these differences may have on strategies for immunoprophylaxis.