Cancer development and progression occurs in concert with alterations in the surrounding stroma. Cancer cells can functionally sculpt their microenvironment through the secretion of various cytokines, chemokines, and other factors. This results in a reprogramming of the surrounding cells, enabling them to play a determinative role in tumor survival and progression. Immune cells are important constituents of the tumor stroma and critically take part in this process. Growing evidence suggests that the innate immune cells (macrophages, neutrophils, dendritic cells, innate lymphoid cells, myeloid-derived suppressor cells, and natural killer cells) as well as adaptive immune cells (T cells and B cells) contribute to tumor progression when present in the tumor microenvironment (TME). Cross-talk between cancer cells and the proximal immune cells ultimately results in an environment that fosters tumor growth and metastasis. Understanding the nature of this dialog will allow for improved therapeutics that simultaneously target multiple components of the TME, increasing the likelihood of favorable patient outcomes.