The development of cancer vaccines has been intensively pursued over the past 50 years with modest success. However, recent advancements in the fields of genetics, molecular biology, biochemistry, and immunology have renewed interest in these immunotherapies and allowed the development of promising cancer vaccine candidates. Numerous clinical trials testing the response evoked by tumour antigens, differing in origin and nature, have shed light on the desirable target characteristics capable of inducing strong tumour-specific non-toxic responses with increased potential to bring clinical benefit to patients. Novel delivery methods, ranging from a patient’s autologous dendritic cells to liposome nanoparticles, have exponentially increased the abundance and exposure of the antigenic payloads. Furthermore, growing knowledge of the mechanisms by which tumours evade the immune response has led to new approaches to reverse these roadblocks and to re-invigorate previously suppressed anti-tumour surveillance. The use of new drugs in combination with antigen-based therapies is highly targeted and may represent the future of cancer vaccines. In this review, we address the main antigens and delivery methods used to develop cancer vaccines, their clinical outcomes, and the new directions that the vaccine immunotherapy field is taking.