Immunotherapies for the treatment of cancer have become standard of practice and improved outcomes for many patients. Rapid development of these agents has been facilitated by first-in human- multiple expansion cohort trials which used a single protocol with an initial dose-escalation Phase followed by multiple additional cohorts with cohort-specific objectives to seamlessly progress through early Phase development. Despite successful development and adoption of these therapies, there have been challenges: rapid development has resulted in limited evaluation of drug dose/schedule/duration. Attempts to develop predictive biomarkers for benefit or harm have had limited success. Evaluating agents with standard cancer treatments and other immunotherapies requires careful consideration of the rationale for the combination, dosing and scheduling, safety and tolerability. This review covers the clinical trial considerations for evaluation of immunotherapies, and recommendations for future directions.