Immune checkpoint inhibitors (ICIs) are a key component of different stages of hepatocellular carcinoma (HCC) treatment, particularly in the first line of treatment. A lesson on the primary resistance which hampers their efficacy and activity was learned from the failure of the trials which tested them as first-line mono-therapies. Despite the combination of anti-PD(L)1 agents with anti-VEGF, anti CTLA4, or TKIs demonstrating relevant improvements in efficacy, the “doublets strategy” still shows room for improvement, due to a limited overall survival benefit and a high rate of progressive disease as best response. In this review, we discuss the results from the currently tested doublet strategies (i.e., atezolizumab+bevacizumab, durvalumab+tremelimumab with a mention to the newly presented ICIs/TKIs combinations), which highlight the need for therapeutic improvement. Furthermore, we examine the rationale and provide an overview of the ongoing trials testing the treatment intensification strategy with triplet drugs: anti-PD1+anti-CTLA4+anti-VEGF/TKIs and anti-PD1+anti-VEGF+alternative immunity targets. Lastly, we report on the alternative strategy to integrate ICIs into the new paradigm of immune therapeutics constituted by CAR-T and anti-cancer vaccines. This review provides up-to-date knowledge of ongoing clinical trials of the aforementioned strategies and critical insight into their mechanistic premises.