Cancer immune evasion is one of the hallmarks of carcinogenesis. Cancer cells employ multiple mechanisms to avoid immune recognition and suppress antitumor immune responses. Recently, accumulating evidence has indicated that immune-related pathways are epigenetically dysregulated in cancer. Most importantly, the epigenetic footprint of immune-related pathways is associated with the patient outcome, underscoring the crucial need to understand this process. In this review, we summarize the current evidence for epigenetic regulation of immune-related pathways in cancer and describe bioinformatics tools, informative visualization techniques, and resources to help decipher the cancer epigenome.