The advent of immunotherapy for cancer represented a paradigm shift in the treatment approach of neoplasia. Immune-checkpoint inhibitors (ICIs) were demonstrated to significantly improve outcomes, including overall survival across several cancer types, with yearly-durable responses. Nevertheless, many patients derive minor or no benefit with immune checkpoint (IC)-blockade, including patients with cancer types traditionally considered immunogenic. Combination strategies of ICIs with chemotherapy, radiotherapy, targeted therapies or other immunotherapy compounds have been conceived in order to boost the immune-responses and potentially overcome resistance to ICIs. This review focuses on mechanisms underlying resistance to IC-blockade and provides an overview of potential advantages and limitations of combination strategies currently under investigation.