Skin cancer is the most common malignancy in the USA, arising when mutated cells escape the host’s natural immune surveillance. Immunotherapy helps boost the host’s immune system, augmenting the antitumor response. Given the ability of the immune system to evolve with a tumor’s evasive maneuvers, it is not surprising that immunotherapy has demonstrated durable clinical benefit in patients with cancer, including certain types of skin cancers. Significant progress has been made with the recent development of immunotherapy for skin cancers. Here, we review the literature on immunotherapies used in the treatment of skin cancer, including immune checkpoint inhibitors, interferon, interleukin-2, BCG, talimogene laherparepvec, and imiquimod. Immune checkpoint inhibitors, which block CTLA-4 and PD-1 signaling pathways, have improved overall survival in patients with metastatic melanoma. The combination of nivolumab and ipilimumab has yielded higher overall survival rates than either agent alone, but at the price of higher rates of immune-related adverse events. In 2017, a PD-L1 inhibitor, avelumab, became the first FDA-approved treatment for patients with metastatic Merkel cell carcinoma. Since 2011, new immunotherapy treatments, including CTLA-4, PD-1, and PD-L1 inhibitors, have become the mainstay of treatment for many advanced skin cancers, supplanting chemotherapy for first-line treatment of metastatic melanoma and Merkel cell carcinoma.