The advent of immune checkpoint blockers (ICB) has revolutionized patient outcome in many tumor types. However, only a minority of patients truly benefits from these therapies and displays a durable and robust anti-tumor response that translates into improved outcome. Thorough mechanistic preclinical studies and comprehensive investigations performed in tumor biopsies of patients treated with ICB have unveiled multiple resistance mechanisms involving both tumor-intrinsic and tumor-extrinsic characteristics. Here, we comprehensively review all known tumor-intrinsic genetic and epigenetic resistance mechanisms to ICB, provide an evaluation of their current level of evidence and propose rationale therapeutic strategies to circumvent them.