Immune checkpoint inhibitors produce durable long-term survival in some patients with advanced melanoma and lung cancer. Better immune targets and combination strategies can harness the immune system by supporting the three elements of a successful T-cell antitumor response: (A) generation of sufficient numbers of antitumor T cells within the lymphoid compartment; (B) effective T-cell trafficking and extravasation out of the lymphoid compartment, through the bloodstream, and into the tumor microenvironment; and (C) T-cell effector function within the tumor microenvironment that is characterized by the ability to bypass immune checkpoints, soluble and metabolic inhibitory factors, and inhibitory cells. Strategies that hold promise include dual immune checkpoint blockade, as well as the combination of immune checkpoint blockade with costimulatory receptor agonists, enhancers of innate immunity, inhibition of indoleamine 2,3-dioxygenase, adoptive T-cell transfer/T-cell engineering, therapeutic vaccines, small-molecule inhibitors, and radiation therapy. Novel, rational clinical trial designs seek to combine targeted agents and one or more immune checkpoint inhibitors, with the goal of producing deep and durable antitumor responses, which thus far have been observed in only a minority of patients.