Recent advances in treating cutaneous melanoma have resulted in impressive patient survival gains. Refinement of disease staging and accurate patient risk classification have significantly improved our prognostic knowledge and ability to accurately stratify treatment. Undoubtedly, the most important step towards optimizing patient outcomes has been the advent of cancer immunotherapy, in the form of immune checkpoint inhibition (ICI). Immunotherapy has established its cardinal role in the management of both early and late-stage melanoma. Through leveraging outcomes in melanoma, immunotherapy has also extended its benefit to other types of skin cancers. In this review, we endeavor to summarize the current role of immunotherapy in melanoma and non-melanoma skin cancers, highlight the most pertinent immunotherapy-related molecular biomarkers, and lastly, shed light on future research directions.