This review describes recent research that has advanced our understanding of the role of immune cells in the tumor microenvironment (TME) using advanced 3D in vitro models and engineering approaches. The TME can hinder effective eradication of tumor cells by the immune system, but immunotherapy has been able to reverse this effect in some cases. However, patient-to-patient variability in response suggests that we require deeper understanding of the mechanistic interactions between immune and tumor cells to improve response and develop novel therapeutics. Reconstruction of the TME using engineered 3D models allows high-resolution observation of cell interactions while allowing control of conditions such as hypoxia, matrix stiffness, and flow. Moreover, patient-derived organotypic models are an emerging tool for prediction of drug efficacy. This review highlights the importance of modeling and understanding the immune TME and describes new tools for identifying new biological targets, drug testing, and strategies for personalized medicine.