Generating an anti-tumor immune response is a multi-step process that is executed by effector T cells that can recognize and kill tumor targets. However, tumors employ multiple strategies to attenuate the effectiveness of T-cell-mediated attack. They achieve this by interfering with nearly every step required for effective immunity, from deregulation of antigen-presenting cells to establishment of a physical barrier at the vasculature that prevents homing of effector tumor-rejecting cells and the suppression of effector lymphocytes through the recruitment and activation of immunosuppressive cells such as myeloid-derived suppressor cells, tolerogenic monocytes, and T regulatory cells. Here, we review the ways in which tumors exert immune suppression and highlight the new therapies that seek to reverse this phenomenon and promote anti-tumor immunity. Understanding anti-tumor immunity, and how it becomes disabled by tumors, will ultimately lead to improved immune therapies and prolonged survival of patients.