Immunotherapy has changed the course of cancer treatment. The initial steps were made through tumor-specific antibodies that guided the setup of an antitumor immune response. A new and successful generation of antibodies are designed to target immune checkpoint molecules aimed to reinvigorate the antitumor immune response. The cellular counterpart is the adoptive cell therapy, where specific immune cells are expanded or engineered to target cancer cells. In all cases, the key for achieving positive clinical resolutions rests upon the access of immune cells to the tumor. In this review, we focus on how the tumor microenvironment architecture, including stromal cells, immunosuppressive cells and extracellular matrix, protects tumor cells from an immune attack leading to immunotherapy resistance, and on the available strategies to tackle immune evasion.