The tumor immune microenvironment (TIME) of solid tumors consists of heterogeneous cell types, including immune cells (T cells, B cells, plasma cells, mast cells, myeloid cells, myeloid-derived suppressor cells, and dendritic cells), cancer-associated fibroblasts, endothelial cells, extracellular matrix, and chemokines. Investigations of the complex interplays among these TIME components and tumor cells have allowed a better understanding of tumor biology and the development of immunotherapy. Recently, several clinical trials are investigating different immunotherapy strategies to effectively overcome cancer immune suppression and to restore effective anti-tumor immune responses. Among these immunotherapy approaches, immune checkpoint inhibitors (ICIs) have demonstrated durable responses in some patients of many cancer types. However, not all patients respond to ICIs and some of them develop toxicities. Several biomarkers are being utilized or studied for prediction of immunotherapy efficacy to better stratify patients and to reduce toxicities. It is now known that the immune response of solid tumors is associated with distinct features in TIME and molecular alterations. Several oncogenic alterations at the genetic, transcriptomic, epigenetic, and proteomic level will lead to the activation of immune and molecular pathways that can determine immunotherapy response. In this chapter, we will provide an overview of different types of TIME, the emerging predictive and prognostic biomarkers for cancer immunotherapy, and the specific immune and molecular landscape of several major cancer types, including pancreatic ductal adenocarcinoma, lung cancer, colorectal carcinoma, and melanoma.