Cancer immunotherapies, including checkpoint inhibitors, adoptive T cell transfer and therapeutic cancer vaccines, have shown promising response rates in clinical trials. Unfortunately, there is an increasing number of patients in which initially regressing tumors start to regrow due to an immunotherapy-driven acquired resistance. Studies on the underlying mechanisms reveal that these can be similar to well-known tumor intrinsic and extrinsic primary resistance factors that precluded the majority of patients from responding to immunotherapy in the first place. Here, we discuss primary and secondary immune resistance and point at strategies to identify potential new mechanisms of immune evasion. Ultimately, this may lead to improved immunotherapy strategies with improved clinical outcomes.