The emergence of immune checkpoint blockade therapies over the last decade has transformed cancer treatment in a wide range of tumor types. Unprecedented and durable clinical responses in difficult-to-treat cancer histologies have been observed. However, despite these promising long-term responses, the majority of patients fail to respond to immune checkpoint blockade, demonstrating primary resistance. Additionally, many of those who initially respond to treatment eventually experience relapse secondary to acquired resistance. Both primary and acquired resistance are a result of complex and constantly evolving interactions between cancer cells and the immune system. Many mechanisms of resistance have been characterized to date, and more continue to be uncovered. By elucidating and targeting mechanisms of resistance, treatments can be tailored to improve clinical outcomes. This review will discuss the landscape of immune checkpoint blockade response data, different resistance mechanisms, and potential therapeutic strategies to overcome resistance.