Tissues- and organs-on-chips are microphysiological systems (MPSs) that model the architectural and functional complexity of human tissues and organs that is lacking in conventional cell monolayer cultures. While substantial progress has been made in a variety of tissues and organs, chips recapitulating immune responses have not advanced as rapidly. This review discusses recent progress in MPSs for the investigation of immune responses. To illustrate recent developments, we focus on two cases in point: immunocompetent tumor microenvironment-on-a-chip devices that incorporate stromal and immune cell components and pathomimetic modeling of human mucosal immunity and inflammatory crosstalk. More broadly, we discuss the development of systems immunology-on-a-chip devices that integrate microfluidic engineering approaches with high-throughput omics measurements and emerging immunological applications of MPSs.