Immunotherapies are changing the landscape of advanced solid tumor treatment. These therapies have different mechanisms of action and include oncolytic viruses, checkpoint inhibitors, such as CTLA-4 or PD1/PD-L1 monoclonal antibodies, and CSF-1R antibodies. Given the growing therapeutic impact of these agents in oncology, it is important to better understand their properties. Immunotherapies generate new toxicity profiles that are called immune-related adverse events and require specific management. This review focuses on the mechanisms of action of such side effects, as well as their description and their general management.