Melanoma is a malignancy in which the immune system plays a central role, thus explaining the effectiveness of therapeutic vaccination and cellular immunotherapy with tumor-infiltrating lymphocytes. The identification of specific melanoma antigens was an important step in the development of these new approaches. These treatments are capable of yielding tumor responses that last several years, but the response rate is currently inadequate. The crucial role of the tumor microenvironment has recently been shown: melanoma cells render their immediate environment immunotolerant, undermining the effectiveness of stimulated cytotoxic T lymphocytes. The mechanisms responsible for this state of immune tolerance are a major focus of research. Current therapeutic strategies are based on early adjuvant approaches, destruction of regulatory T cells by lymphodepletion prior to immunotherapy, selection of the melanoma antigens inducing the best cytotoxic T cell responses, and combining cellular therapy with monoclonal antibodies that block molecules inhibiting T lymphocyte activation. Immune therapy for melanoma is thus moving towards adjuvant strategies for early-stage disease and combined treatments for metastatic melanoma. It is also important to identify markers that can be used to predict which patients will respond to a given treatment.