Treatment of cancer patients involves a multidisciplinary approach including surgery, radiotherapy, and chemotherapy. Traditionally, patients with metastatic disease are treated with combination chemotherapies or targeted agents. These cytotoxic agents have good response rates and achieve palliation; however, complete responses are rarely seen. The field of cancer immunology has made rapid advances in the past 20 years. Recently, a number of agents and vaccines, which modulate the immune system to allow it to detect and target cancer cells, are being developed. The benefit of these agents is twofold, it enhances the ability the body's own immune system to fight cancer, thus has a lower incidence of side effects compared to conventional cytotoxic chemotherapy. Secondly, a small but substantial number of patients with metastatic disease are cured by immunotherapy or achieve durable responses lasting for a number of years. In this article, we review the FDA-approved immunotherapy agents in the field of genitourinary malignancies. We also summarize new immunotherapy agents being evaluated in clinical studies either as single agents or as a combination.