Cancer treatments often reach a refractory period leading to treatment failure and patients developing disease recurrence. This can be due to tumour cells escaping the immune response and creating an immunosuppressive microenvironment enhancing cancer progression. Immunotherapy has become a promising tool for cancer treatment as it restores the anti-tumour response of the patient’s immune system. Immune checkpoint inhibitors are the most widely studied immunotherapies worldwide and are now approved for multiple cancers. However, chimeric antigen receptor (CAR)-T cell therapy has also shown promise by targeting T lymphocytes that are genetically modified ex vivo to express CARs and this is now approved to treat some haematological cancers. Although immunotherapy has shown successful treatment outcomes in multiple cancers, some patients do not respond to this treatment. Therefore, approaches to enhance the efficacy of immunotherapies are likely to be the key to improve their effectiveness. Therefore, combination therapies of checkpoint inhibitors +/− chemotherapy are at the forefront of current research. Furthermore, biomarkers that predict treatment response are now beginning to emerge. Additionally, utilising nanoparticles as a newly targeted drug delivery system to enhance CAR-T cell therapy may enhance the efficacy of the cells when re-infused within the patient. Even if efficacy is enhanced, severe immune-related adverse events (irAEs) occur that are life-threatening and could lead to therapy being stopped. Therefore, predictive biomarkers for toxicity are also needed to improve both the patient’s quality of life and treatment outcomes. This review will look at the current immunotherapies in clinical trials and discuss how to enhance their efficacy.