Establishing novel therapies for rare central nervous system (CNS) tumors is arduous due to challenges in conducting clinical trials in rare tumors. Immunotherapy treatment has been a rapidly developing field and has demonstrated improvements in outcomes for multiple types of solid malignancies. In rare CNS tumors, the role of immunotherapy is being explored. In this article, we review the preclinical and clinical data of various immunotherapy modalities in select rare CNS tumors, including atypical meningioma, aggressive pituitary adenoma, pituitary carcinoma, ependymoma, embryonal tumor, atypical teratoid/rhabdoid tumor, and meningeal solitary fibrous tumor. Among these tumor types, some studies have shown promise; however, ongoing clinical trials will be critical for defining and optimizing the role of immunotherapy for these patients.