Cutaneous melanoma is the most common skin cancer with an incidence that has been rapidly increasing in the past decades. Melanomas are among the most immunogenic tumors and, as such, have the greatest potential to respond favorably to immunotherapy. However, like many cancers, melanomas acquire various suppressive mechanisms, which generally act in concert, to escape innate and adaptive immune detection and destruction. Intense research into the cellular and molecular events associated with melanomagenesis, which ultimately lead to immune suppression, has resulted in the discovery of new therapeutic targets and synergistic combinations of immunotherapy, targeted therapy and chemotherapy. Tremendous effort to determine efficacy of single and combination therapies in pre-clinical and clinical phase I-III trials has led to FDA-approval of several immunotherapeutic agents that could potentially be beneficial for aggressive, highly refractory, advanced and metastatic melanomas. The increasing availability of approved combination therapies for melanoma and more rapid assessment of patient tumors has increased the feasibility of personalized treatment to overcome patient and tumor heterogeneity and to achieve greater clinical benefit. Here, we review the evolution of the immune system during melanomagenesis, mechanisms exploited by melanoma to suppress anti-tumor immunity and methods that have been developed to restore immunity. We emphasize that an effective therapeutic strategy will require coordinate activation of tumor-specific immunity as well as increased recognition and accessibility of melanoma cells in primary tumors and distal metastases. This review integrates available knowledge on melanoma-specific immunity, molecular signaling pathways and molecular targeting strategies that could be utilized to envision therapeutics with broader application and greater efficacy for early stage and advanced metastatic melanoma.