Sarcomas are mesenchymal tumors, encompassing more than 175 subtypes, each one with their own genetic complexities. As a result, immunotherapy approaches have not been universally successful across the wide range of diverse subtypes. The actual state of science and the current clinical data utilizing immunotherapy within the soft-tissue sarcomas (STS) will be detailed in this review. More precisely, the review will focus on: (i) the role of the immune microenvironment in the development and activity of new therapeutic approaches; (ii) the recent identification of the sarcoma immune class (SIC) groups, especially group SIC E with its B-cell signature that predicts immunotherapy response; (iii) the clinical trials using PD-1 and/or CTLA-4 inhibitors, which serves as reference for response data, (iv) the promising clinical activity from the combination of anti-angiogenics agents with PD-1 inhibitors, (v) the adapted T-cell therapies for synovial sarcoma that target either NY-ESO or MAGEA4; and (vi) the role for localized therapy using the virotherapy T-VEC with PD-1 inhibitors. Herein, we present the facts and the hopes for the patients with sarcoma, as the field is rapidly advancing its understanding of what and where to use the various types of immunotherapies.