The immune system has an intricate and complex relationship with tumorigenesis; while it has the capacity to identify and eliminate cancerous cells, the emergence of a tumor signifies its failure to do this. Thus, the immune-tumor interplay is paradoxical as through initial suppression of tumor growth, an immunologically silent or even suppressive tumor evolves. Furthermore, certain immune processes, such as chronic inflammation and immunosuppression, can facilitate malignant progression. Nevertheless, immunotherapeutic approaches can manipulate the immune milieu to improve the therapeutic outcomes of cancer treatments. Furthermore, particular conventional cancer therapies also have immunostimulatory properties in their own right. An in-depth understanding of the intimate involvement of the immune system in tumorigenesis and the potential to manipulate this interaction to improve disease outcomes will enable the development of new and broadly effective cancer therapies.