Despite years of clinical progress which made Hodgkin lymphoma (HL) one of the most curable malignancies with conventional chemotherapy, refractoriness and recurrence may still affect up to 20–30% of patients. The revolution brought by the advent of immunotherapy in all kinds of neoplastic disorders is more than evident in this disease because anti-CD30 antibodies and checkpoint inhibitors have been able to rescue patients previously remaining without therapeutic options. Autologous hematopoietic cell transplantation still represents a significant step in the treatment algorithm for chemosensitive HL; however, the possibility to induce complete responses after allogeneic transplant procedures in patients receiving reduced-intensity conditioning regimens informs on its sensitivity to immunological control. Furthermore, the investigational application of adoptive T cell transfer therapies paves the way for future indications in this setting. Here, we seek to provide a fresh and up-to-date overview of the new immunotherapeutic agents dominating the scene of relapsed/refractory HL. In this optic, we will also review all the potential molecular mechanisms of tumor resistance, theoretically responsible for treatment failures, and we will discuss the place of allogeneic stem cell transplantation in the era of novel therapies.