Breast cancer is immunogenic, and infiltrating immune cells in primary breast tumors convey important clinical prognostic and predictive information. Furthermore, the immune system is critically involved in clinical responses to some standard cancer therapies. Early breast cancer vaccine trials have established the safety and bioactivity of breast cancer immunotherapy, with hints of clinical activity. Novel strategies for modulating regulators of immunity, including regulatory T cells, myeloid-derived suppressor cells and immune checkpoint pathways (monoclonal antibodies specific for the cytotoxic T-lymphocyte antigen-4 or programmed death), are now available. In particular, immune checkpoint blockade has enormous therapeutic potential. Integrative breast cancer immunotherapies that strategically combine established breast cancer therapies with breast cancer vaccines, immune checkpoint blockade or both should result in durable clinical responses and increased cures.