As the number of indications of cancer immunotherapy, specifically anti–PD-(L)1 therapy, increases and more patients receive anticancer treatment with PD-1 axis inhibitors, resistance to these compounds evolved into an ever-growing unmet need. However, concerning the day-to-day clinical problem, science has provided only a wide range of conceptual and theoretical answers that are difficult to apply in practice. Defects in generating appropriate tumor-antigen-specific T cells, reduced T-cell activity within a tumor, immunosuppressive cell subsets, tumor defects in antigen presentation machinery and IFN-gamma signaling, conditions of the tumor microenvironment, and metabolomic adaptations have all been formerly hypothesized for being associated with resistance to anti–PD-(L)1 immunotherapies. To date, no uniform mechanism for resistance to anti–PD-(L)1 immunotherapies has been described, which is widely accepted by the scientific community. Most processes that may mediate immunotherapeutic resistance are primarily unexplored by large clinical trials. Thanks to consensus definitions for eligibility criteria, comparisons between numerous signal-finding studies will be possible. The requirement for clinically useful biomarkers to identify individuals who will react or develop resistance is growing as the clinical trial landscape for the anti–PD-(L)1 combination expands. In this present review, we outline the available literature on this topic and summarize the possible future therapeutic strategies to predict, prevent or overcome resistance to checkpoint inhibition.