With the advent of Bacille Calmette Guerin (BCG), bladder cancer was one of the earliest cancers where the concept of immunotherapy was utilized. While this is true, recent advances in the use of immunotherapy are enabling oncologists to expand the armamentarium for the treatment of bladder cancer. Unacceptable side effects and failure to produce a durable response with the use of chemotherapeutic agents in bladder cancer has led to the evaluation of more targeted and personalized approaches. Increased understanding of the underlying carcinogenesis of bladder cancer, coupled with the ability to engineer targeted agents implicated in bladder cancer associated pathways has provided new avenues for the management of this disease. Newer immunotherapeutic approaches have generated a great deal of interest in bladder cancer along with other diseases. In this article we will focus on various forms of immunotherapies that may have a therapeutic potential in bladder cancer. We will briefly review the current status of “non-targeted” immunotherapeutic agents like BCG, interferons and interleukins in bladder cancer. But the main focus of this article is to discuss the emerging role of “targeted” immunotherapeutic agents like cytotoxic T cell lymphocyte associated protein-4 blocking antibody and programmed death pathway blocking antibodies in localized or metastatic bladder cancer.