Glioblastoma, or glioblastoma multiforme (GBM, WHO Grade IV), is a highly aggressive adult glioma. Despite extensive efforts to improve treatment, the current standard-of-care (SOC) regimen, which consists of maximal resection, radiotherapy, and temozolomide (TMZ), achieves only a 12–15 month survival. The clinical improvements achieved through immunotherapy in several extracranial solid tumors, including non-small-cell lung cancer, melanoma, and non-Hodgkin lymphoma, inspired investigations to pursue various immunotherapeutic interventions in adult glioblastoma patients. Despite some encouraging reports from preclinical and early-stage clinical trials, none of the tested agents have been convincing in Phase III clinical trials. One, but not the only, factor that is accountable for the slow progress is the blood–brain barrier, which prevents most antitumor drugs from reaching the target in appreciable amounts. Herein, we review the current state of immunotherapy in glioblastoma and discuss the significant challenges that prevent advancement. We also provide thoughts on steps that may be taken to remediate these challenges, including the application of ultrasound technologies.