The recent success of checkpoint blockers to treat cancer has demonstrated that the immune system is a critical player in the war against cancer. Historically, anticancer therapeutics have been tested in syngeneic mouse models (with a fully murine immune system) or in immunodeficient mice that allow the engraftment of human xenografts. Animal models with functioning human immune systems are critically needed to more accurately recapitulate the complexity of the human tumor microenvironment. Such models are integral to better predict tumor responses to both immunomodulatory agents and directly antineoplastic therapies. In this regard, the development of humanized models is a promising, novel strategy that offers the possibility of testing checkpoint blockers' capacity and their combination with other antitumor drugs. In this review, we discuss the strengths and weaknesses of the available animal models regarding their capacity to evaluate checkpoint blockers and checkpoint blocker-based combination immunotherapy.