The discovery of immune checkpoints and subsequent clinical development of checkpoint inhibitors have revolutionized the field of oncology. The durability of the antitumor immune responses has raised the hope for long-term patient survival and potential cure; however, currently, only a minority of patients respond. Combination strategies to help increase antigen release and T-cell priming, promote T-cell activation and homing, and improve the tumor immune microenvironment, all guided by predictive biomarkers, can help overcome the tumor immune-evasive mechanisms and maximize efficacy to ultimately benefit the majority of patients. Great challenges remain because of the complex underlying biology, unpredictable toxicity, and accurate assessment of response. Carefully designed clinical trials guided by translational studies of paired biopsies will be key to develop reliable predictive biomarkers to choose which patients would most likely benefit from each strategy.