Vaccines, cytokines, and adoptive cellular therapies (ACT) represent immuno-therapeutic modalities with great development potential, and they are currently approved for the treatment of a limited number of advanced malignancies. The most up-to-date knowledge on the regulation of the anti-cancer immune response has recently led to the development and approval of inhibitors of immune checkpoints, which have produced unprecedented clinical activity in several hard to treat solid malignancies. However, severe adverse events (AEs) represent a limitation to the use of these drugs. Currently approved checkpoint inhibitors block cytotoxic T-lymphocyte-associated antigen 4 (CTLA-4), programmed cell death protein (PD-1) and its ligand (PD-L1), resulted in increased survival of patients with several solid and hematologic malignancies. The most common treatment AEs associated with these drugs are fatigue, rash, and auto-immune/inflammatory reactions. Many of the immune-related AEs are reversible and the strategies for their management include supportive care either with or without treatment withdrawal; nevertheless, in severe cases, hospitalization and treatment with immune suppressants, and/or immunomodulators may be required. Steroid therapy is a critical component of the treatment algorithm; nevertheless, the associated immunosuppression may compromise the antitumor response. This article provides a comprehensive and narrative review of luminal gastrointestinal and hepatic complications, including recommendations for their investigation and management.