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Simple Summary: The tumor immune escape mechanisms are key factors in cancer progression and metastasis. They are an undeniable hurdle for successful cancer treatment in patients. It has been widely recognized that cancer cells can escape immune surveillance and antitumor immunity. Despite host immunity, tumor cells can escape antitumor immune cell responses by several different mechanisms, such as the loss of the antigen presentation capacity by some immune cells, which promotes tumor progression and resistance to immunotherapy. A few monotherapies or combinational therapies have been approved for use in cancer treatment, but the majority of patients are not responsive to currently used immunotherapies, thus presenting a need to discover new targets to achieve efficacious immune responses to benefit cancer patients. This review focuses on some of the most important classical immune checkpoint targets and also sheds light on some of the recently discovered, promising immunotherapeutic targets and strategies. Immune checkpoint blockade (ICB) has emerged as a novel therapeutic tool for cancer therapy in the last decade. Unfortunately, a small number of patients benefit from approved immune checkpoint inhibitors (ICIs). Therefore, multiple studies are being conducted to find new ICIs and combination strategies to improve the current ICIs. In this review, we discuss some approved immune checkpoints, such as PD-L1, PD-1, and CTLA-4, and also highlight newer emerging ICIs. For instance, HLA-E, overexpressed by tumor cells, represents an immune-suppressive feature by binding CD94/NKG2A, on NK and T cells. NKG2A blockade recruits CD8+ T cells and activates NK cells to decrease the tumor burden. NKG2D acts as an NK cell activating receptor that can also be a potential ICI. The adenosine A2A and A2B receptors, CD47-SIRPα, TIM-3, LAG-3, TIGIT, and VISTA are targets that also contribute to cancer immunoresistance and have been considered for clinical trials. Their antitumor immunosuppressive functions can be used to develop blocking antibodies. PARPs, mARTs, and B7-H3 are also other potential targets for immunosuppression. Additionally, miRNA, mRNA, and CRISPR-Cas9-mediated immunotherapeutic approaches are being investigated with great interest. Pre-clinical and clinical studies project these targets as potential immunotherapeutic candidates in different cancer types for their robust antitumor modulation. [ABSTRACT FROM AUTHOR]