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The emergence of programmed death-ligand 1 (PD-L1)/programmed death-1 (PD-1)–targeted therapy has demonstrated the importance of the PD-L1 : PD-1 interaction in inhibiting anticancer T-cell immunity in multiple human cancers, generating durable responses and extended overall survival. However, not all patients treated with PD-L1/PD-1–targeted therapy experience tumor shrinkage, durable responses, or prolonged survival. To extend such benefits to more cancer patients, it is necessary to understand why some patients experience primary or secondary immune escape, in which the immune response is incapable of eradicating all cancer cells. Understanding immune escape from PD-L1/PD-1–targeted therapy will be important to the development of rational immune-combination therapy and predictive diagnostics and to the identification of novel immune targets. Factors that likely relate to immune escape include the lack of strong cancer antigens or epitopes recognized by T cells, minimal activation of cancer-specific T cells, poor infiltration of T cells into tumors, downregulation of the major histocompatibility complex on cancer cells, and immunosuppressive factors and cells in the tumor microenvironment. Precisely identifying and understanding these mechanisms of immune escape in individual cancer patients will allow for personalized cancer immunotherapy, in which monotherapy and combination immunotherapy are chosen based on the presence of specific immune biology. This approach may enable treatment with immunotherapy without inducing immune escape, resulting in a larger proportion of patients obtaining clinical benefit.