Immunotherapies seek to unleash the immune system against cancer cells. While a variety of immunotherapies exist, one of the most commonly used is immune checkpoint blockade, which refers to the use of antibodies to interfere with immunosuppressive signaling through immune checkpoint molecules. Therapies against various checkpoints have had success in the clinic across cancer types. However, the efficacy of checkpoint inhibitors has varied across different cancer types and non-responsive patient populations have emerged. Non-responders to these therapies have highlighted the importance of understanding underlying mechanisms of resistance in order to predict which patients will respond and to tailor individual treatment paradigms. In this review we discuss the literature surrounding tumor mediated mechanisms of immune checkpoint resistance. We also describe efforts to overcome resistance and combine checkpoint inhibitors with additional immunotherapies. Finally, we provide insight into the future of immune checkpoint blockade, including the need for improved preclinical modeling and predictive biomarkers to facilitate personalized cancer treatments for patients.