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Simple Summary: For melanoma patients, the most promising curative treatment is immunotherapy. Here, we summarise current immunotherapy strategies and their indications and challenges, and provide future directions of immunotherapy development. Several therapy resistance mechanisms have been described, resulting in primary refractory disease or resistance development in patients. Our increasing knowledge of immune regulation within the tumour microenvironment identifies potential alternate immunotherapy targets, including CD155. CD155 and its receptor, TIGIT, have been shown to be highly expressed in therapy-resistant melanoma cells and interference with both is therefore considered a possible immunotherapeutic strategy. This review describes the immune regulation within the melanoma tumour microenvironment, how and why immunotherapies work, and why CD155 might be an ideal target for the next generation of anti-melanoma immunotherapies. Melanoma is commonly diagnosed in a younger population than most other solid malignancies and, in Australia and most of the world, is the leading cause of skin-cancer-related death. Melanoma is a cancer type with high immunogenicity; thus, immunotherapies are used as first-line treatment for advanced melanoma patients. Although immunotherapies are working well, not all the patients are benefitting from them. A lack of a comprehensive understanding of immune regulation in the melanoma tumour microenvironment is a major challenge of patient stratification. Overexpression of CD155 has been reported as a key factor in melanoma immune regulation for the development of therapy resistance. A more thorough understanding of the actions of current immunotherapy strategies, their effects on immune cell subsets, and the roles that CD155 plays are essential for a rational design of novel targets of anti-cancer immunotherapies. In this review, we comprehensively discuss current anti-melanoma immunotherapy strategies and the immune response contribution of different cell lineages, including tumour endothelial cells, myeloid-derived suppressor cells, cytotoxic T cells, cancer-associated fibroblast, and nature killer cells. Finally, we explore the impact of CD155 and its receptors DNAM-1, TIGIT, and CD96 on immune cells, especially in the context of the melanoma tumour microenvironment and anti-cancer immunotherapies. [ABSTRACT FROM AUTHOR]