In recent years, immunotherapy has gained renewed interest as an alternative therapeutic approach for solid tumors. Its premise is based on harnessing the power of the host immune system to destroy tumor cells. Development of immune-mediated therapies, such as vaccines, adoptive transfer of autologous immune cells, and stimulation of host immunity by targeting tumor-evasive mechanisms have advanced cancer immunotherapy. In addition, studies on innate immunity and mechanisms of immune evasion have enhanced our understanding on the immunology of liver cancer. Preclinical and clinical studies with immune-mediated therapies have shown potential benefits in patients with liver cancer. In this review, we summarize current knowledge and recent developments in tumor immunology by focusing on two main primary liver cancers: hepatocellular carcinoma and cholangiocarcinoma.