For the first time in decades, patients with difficult-to-treat cancers such as advanced stage metastatic melanoma are being offered a glimpse of hope in the form of immunotherapies. By targeting factors that foster the development and maintenance of an immunosuppressive microenvironment within tumors, these therapies release the brakes on the host’s own immune system; allowing cure of disease. Indeed, phase III clinical trials have revealed that therapies such as ipilimumab and pembrolizumab which target the CTLA4 and PD-1 immune checkpoints, respectively, have raised the three-year survival of patients with melanoma to ∼70%, and overall survival (>5 years) to ∼30%. Despite this unprecedented efficacy, many patients fail to respond, and more concerning, some patients who demonstrate encouraging initial responses to immunotherapy, can acquire resistance over time. There is now an urgent need to identify mechanisms of resistance, to predict outcome and to identify targets for combination therapy. Here, with the aim of guiding future combination trials that target specific resistance mechanisms to immunotherapies, we have summarised and discussed the current understanding of mechanisms promoting resistance to anti-PD1/PDL1 therapies, and how combination strategies which target these pathways might yield better outcomes for patients.