Carcinoma of unknown primary origin (CUP) is one of the 10 most prevalent malignancies. CUP patients in whom a site of origin can be ascribed have better outcomes than those in which the primary tumor remains unidentified. Among the tools available to pathologists in approaching these lesions, immunohistochemistry is a reliable, inexpensive, and widely available resource. New markers continue to emerge, which, in combination with other historically useful antibodies, allow rapid and accurate identification of primary site in an increasing number of cases. This review discusses the approach to the diagnosis of CUP using immunohistochemistry and outlines some of the most useful markers with a particular focus on the utility of lineage-restricted transcription factors, including CDX2, NKX3-1, PAX8, SATB2, TTF-1, and SF1.