Breast cancer has historically been considered a non-immunogenic tumor. Multiple studies over the last 10-15 years have demonstrated that a small subset of breast cancers is immune-activated, with PD-L1 expression and/or TILs in the tumor microenvironment. The PD-1 inhibitor pembrolizumab in combination with chemotherapy is now approved by the US FDA for the first-line treatment of metastatic PD-L1 + triple negative breast cancer, and the PD-L1 inhibitor atezolizumab has also demonstrated clinical activity. The median progression-free survival for pembrolizumab or atezolizumab combined with chemotherapy increased with the addition of immunotherapy by 4.1 months and 2.5 months, respectively. Despite this success, there is major room for improvement. Clinical benefit is modest. Only about 40% of triple negative breast cancers are PD-L1 + , not all PD-L1 + patients with advanced triple negative breast cancer respond, and immunotherapy is not yet approved for advanced PD-L1-negative triple negative breast cancer, HER2 + breast cancer, or ER + breast cancer. It is likely that redundant pathways of immune suppression are active in breast cancer, or that important pathways of immune activation are silent. In this review, we discuss emerging strategies for targeting multiple pathways of immunoregulation in advanced breast cancer with dual immune checkpoint inhibition, bispecific antibodies, and novel antibody drug conjugates. We also discuss the potential of nanotechnology to improve the delivery of immunotherapeutics to the breast tumor microenvironment to enhance their antitumor activity.