Immunotherapy of cancer is still mainly an experimental treatment. Some monoclonal antibodies have been approved for adjuvant therapy of cancer in patients, but active immunization strategies have not yet matured to this stage. The fact that vaccination against viral diseases is effective has primed high expectations for successful vaccination against cancer as well. Indeed, in some animal models, therapeutic results could be obtained against short-term established tumors, which paved the way for clinical trials. However, the first results with active immunization in cancer patients were disappointing and this led to a careful examination of current protocols and the search for more effective approaches. Evaluation of the available data suggests that cancer patients may not be comparable in their immune response to cancer vaccines with healthy persons. Furthermore, the tumor seems to be able to develop several immune-escape mechanisms, which either inactivate the specific immune cells or prevent activation of potential effector mechanisms against the tumor. Here, we review the impediments that have been identified in murine models and clinical trials for immunotherapy of cancer. It will be important to study the hurdles to come to a better understanding of the immune evasion of tumors and to achieve efficient activation of the immune system in cancer patients against the tumor. This knowledge will open new possibilities for active immunization against cancer.