Metastatic or locally advanced unresectable melanoma carries a high morbidity and mortality. However, notable advances have been made in recent years in the systemic treatment of this disease, with the appearance of targeted therapy using tyrosine kinase inhibitors that block the mitogen activated protein kinase pathway, and of modern immunotherapy with immune-modulating monoclonal antibodies. In this paper, we provide an update of available data on new immune therapies and we review the clinical development that led to their approval for use in routine clinical practice.