Decades of research are now leading to therapeutics that target the molecular mechanisms of the cancer-specific immune response. These therapeutics include tumor antigen vaccines, dendritic cell activators, adjuvants that activate innate immunity, adoptive cellular therapy, and checkpoint blockade. The advances in targeted immunotherapy have led to clinical advances in the treatment of solid tumors such as melanoma, prostate cancer, lung cancer, and hematologic malignancies. Preclinical and translational studies suggest that patients with breast cancer may also benefit from augmenting effective immune responses. These results have led to early-phase clinical trials of tumor antigen vaccines, adjuvants, and combinations of checkpoint inhibitor blockade to boost breast cancer-specific immunity in patients. This review focuses on the current and emerging development of cancer immunotherapy for breast cancer.