The treatment of many cancers has been revolutionized by immune checkpoint blockade (ICB) as a standard-of-care therapeutic. Despite many successes, a large proportion of patients treated with ICB agents experience immune-related adverse events (irAEs) in the form of clinical autoimmunity, ranging from mild to life threatening, that can limit cancer treatment. A mechanistic understanding of these irAEs is required to better treat or prevent irAEs and to predict those patients who are susceptible to irAEs. We propose several mechanisms that may contribute to the generation of irAEs: (1) preexisting susceptibility to autoimmunity, (2) aberrant presentation of “self” by the tumor, and (3) loss of tolerance driven by the tumor or tissue microenvironment.