Immunotherapy is reshaping cancer treatment paradigms; however, response rates to immune therapies are low and depend on the host's pre-existing antitumor immunity. The tumor microenvironment is comprised of malignant cells, stroma, and extracellular molecules and can hinder immune control of tumors. Herein, we review how anti-tumor immune responses are formed and how tumors avoid immune destruction. We also outline potential therapeutic targets in the immunosuppressive tumor microenvironment to promote immune control of tumors.