What don't we know about cancer?
I think this thread will become a jungle very fast and very soon, so I suggest you to have a look at the cancer research reviews of the last 2 years to get a grasp. Have a look at cancer hallmarks and at other important key concepts, you will most certainly answer your question yourself :) I am not a cancer researcher so I cannot comment on the topic in a detailed fashion (I work on plants), but that's what's going to happen. 

In general, I'd say that what we don't know about cancer is a "common ancestor" of all types of it that will enable us to tailor a one-sized cure.