Conventional cancer therapy is administered in the form of surgery, radiotherapy or chemotherapy. Immunotherapy is the latest asset to the panel of anti-cancer treatments. This approach appears favorable over the other more conventional methods for various reasons: (1) it is highly specific for cancer cells and, therefore, low toxicity should be expected; (2) it recognizes and eliminates cancer cells regardless of their phase in the cell cycle; (3) tumors that developed drug resistances would still be a suitable target for immunotherapy. (4) Immunotherapy offers the possibility of preventive immunization of high-risk patients. Due to the diverse mechanisms that result in the transformation of cells and subsequent tumor development, not all cancers respond similarly to treatment. Significant effort is currently invested in the characterization of the underlying regulatory network in individual cancers responsible for tumorigenesis. Understanding tumors better allows on one hand the identification of essential pathways that can be intercepted to kill the transformed cells more specifically. On the other hand, these insights also allow us to exclude therapeutic strategies with little chance of success when dealing with tumor escape mutants thus saving valuable time and resources. Any tumor therapy puts selective pressure on tumors thus favoring the outgrowth of therapy-resistant variants. This review summarizes current knowledge on tumor escape mechanisms and some of the efforts to overcome these mechanisms.