While promising, immunotherapy has yet to be fully unlocked for the preponderance of cancers where conventional chemoradiation reigns. This remains particularly evident in pediatric sarcomas where standard of care has not appreciably changed in decades. Importantly, pediatric bone sarcomas, like osteosarcoma and Ewing’s sarcoma, possess unique tumor microenvironments driven by distinct molecular features, as do rhabdomyosarcomas and soft tissue sarcomas. A better understanding of each malignancy’s biology, heterogeneity, and tumor microenvironment may lend new insights toward immunotherapeutic targets in novel platform technologies for cancer vaccines and adoptive cellular therapy. These advances may pave the way toward new treatments requisite for pediatric sarcomas and patients in need of new therapies.