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There is emerging evidence that the immune biology associated with lung and other solid tumors, as well as patient immune genetic traits, contributes to individual survival. At this time, dramatic advances in immunologic approaches to the study and management of human cancers are taking place, including lung and head and neck squamous cell carcinoma. However, major obstacles for therapies are the profound immune alterations in blood and in the tumor microenvironment that arise in tandem with the cancer. Although there is a significant current effort underway across the cancer research community to probe the tumor environment to uncover the dynamics of the immune response, little similar work is being done to understand the dynamics of immune alterations in peripheral blood, despite evidence showing the prognostic relevance of the neutrophil/lymphocyte ratio for these cancers. A prominent feature of cancer-associated inflammation is the generation of myeloid-derived suppressor cells, which arise centrally in bone marrow myelopoiesis and peripherally in response to tumor factors. Two classes of myeloid-derived suppressor cells are recognized: granulocytic and monocytic. To date, such immune factors have not been integrated into molecular classification or prognostication. Here, we advocate for a more complete characterization of patient immune profiles, using DNA from archival peripheral blood after application of methylation profiling (immunomethylomics). At the heart of this technology are cell libraries of differentially methylated regions that provide the “fingerprints” of immune cell subtypes. Going forward, opportunities exist to explore aberrant immune profiles in the context of cancer-associated inflammation, potentially adding significantly to prognostic and mechanistic information for solid tumors.