Immune checkpoint inhibitors targeting cytotoxic T-lymphocyte antigen 4 (CTLA-4) and programed cell-death protein 1 (PD-1) has been a major recent breakthrough in cancer treatment. Clinical trials showed that these drugs can produce durable responses against a wide variety of cancers with limited adverse effects. Moreover, it has been approved more effective compared to conventional therapies for some cancers that were considered very difficult to treat such as melanoma, renal cell carcinoma, methothelioma and hepatocellular carcinoma. Immunotherapies are changing the evolving landscape of therapeutic options in solid tumors. However, the major pitfall of this new immunotherapy is that there are still a large proportion of patients remain unresponsive to this therapy. To circumvent this big issue, the ongoing clinical trials have been toward integrating biomarkers into personalized-medicine approach for treatment of patients and using combination therapy to increase the response rates. These include combinations with checkpoint inhibitors, radiation therapy, chemotherapy, and several other existing cancer treatments. Here, we will summarize the current knowledge, clinical efficacy, potential biomarkers for cancer immunotherapy, and combination strategies for immune checkpoint blockade therapies in advanced solid tumors.