Melanoma is the most aggressive form of skin cancer and accounts for the vast majority of skin cancer-related deaths. Its ability to metastasize quickly, often before diagnosis, makes this cancer difficult to treat with traditional therapies. The identification of anti-melanoma immune responses in patients and the discovery of tumor antigens targeted by these immune responses have paved the way for immunotherapy as a novel approach to treating this cancer. In this review, the major immunotherapies targeting these melanoma tumor antigens are discussed. The advantages and limitations of peptide-, protein-, and gene-based vaccination maneuvers and adoptive cell transfer therapies are emphasized. Recent insights into melanoma immune evasion strategies are also highlighted, with particular focus on how our increasing knowledge of tumor/immune cell interactions is driving the development of novel immunotherapeutic strategies for the treatment of melanoma.