Not until the turn of this century has immunotherapy become a fundamental component of cancer treatment. While monotherapy with immune modulators, such as immune checkpoint inhibitors, provides a subset of patients with durable clinical benefit and possible cure, combination therapy offers the potential for antitumor activity in a greater number of patients. The field of immunology has provided us with a plethora of potential molecules and pathways to target. This abundance makes it impractical to empirically test all possible combinations efficiently. We recommend that potential immunotherapy combinations be chosen based on sound rationale and available data to address the mechanisms of primary and acquired immune resistance. Novel trial designs may increase the proportion of patients receiving potentially efficacious treatments and, at the same time, better define the balance of clinical activity and safety. We believe that implementing a strategic approach in the early development of immunotherapy combinations will expedite the delivery of more effective therapies with improved safety and durable outcomes.