The immune system is known to help fight cancers. Ten years ago, the first immune checkpoint inhibitor targeting CTLA4 was approved by the FDA to treat patients with metastatic melanoma. Since then, immune checkpoint therapies have revolutionized the field of oncology and the treatment of cancer patients. Numerous immune checkpoint inhibitors have been developed and tested, alone or in combination with other treatments, in melanoma and other cancers, with overall clear benefits to patient outcomes. However, many patients fail to respond or develop resistance to these treatments. It is therefore essential to decipher the mechanisms of action of immune checkpoints and to understand how immune cells are affected by signaling to be able to understand and overcome resistance. In this review, we discuss the signaling and effects of each immune checkpoint on different immune cells and their biological and clinical relevance. Restoring the functionality of T cells and their coordination with other immune cells is necessary to overcome resistance and help design new clinical immunotherapy strategies. In this respect, NK cells have recently been implicated in the resistance to anti-PD1 evoked by a protein secreted by melanoma, ITGBL1. The complexity of this network will have to be considered to improve the efficiency of future immunotherapies and may lead to the discovery of new immune checkpoints.