Despite significant advances in standard of care therapies, the 5-year survival rate for metastatic colorectal cancer (CRC) remains around 12%. Immunotherapy has not provided the stellar advances in colorectal cancer that has been seen in other malignancies. Immunotherapy appears to play a pivotal role in microsatellite unstable CRC tumors where the response rates are profound. These results have led to FDA approval of pembrolizumab for MSI-H CRC tumors. Additional research into several new immune agents including IDO inhibitors, vaccine therapy and combinatorial agents are being evaluated for CRC. This review will provide an overview of the approaches currently being investigated.