Hepatobiliary cancers, including hepatocellular carcinoma (HCC), cholangiocarcinoma (CCA), and gallbladder carcinoma (GBC), are lethal cancers with limited therapeutic options. Curative-intent treatment typically involves surgery, yet recurrence is common and many patients present with advanced disease not amenable to an operation. Immunotherapy represents a promising approach to improve outcomes, but the immunosuppressive tumor microenvironment of the liver characteristic of hepatobiliary cancers has hampered the development and implementation of this therapeutic approach. Current immunotherapies under investigation include immune checkpoint inhibitors (ICI), the adoptive transfer of immune cells, bispecific antibodies, vaccines, and oncolytic viruses. Programmed cell death protein 1 (PD-1) and cytotoxic T-lymphocyte-associated protein 4 (CTLA-4) are two ICIs that have demonstrated utility in HCC, and newer immune checkpoint targets are being tested in clinical trials. In advanced CCA and GBC, PD-1 ICIs have resulted in antitumor responses, but only in a minority of select patients. Other ICIs are being investigated for patients with CCA and GBC. Adoptive transfer may hold promise, with reports of complete durable regression in metastatic CCA, yet this therapeutic approach may not be generalizable. Alternative approaches have been developed and promising results have been observed, but clinical trials are needed to validate their utility. While the treatment of hepatobiliary cancers involves unique challenges that these cancers present, the progress seen with ICIs and adoptive transfer has solidified immunotherapy as an important approach in these challenging patients with few other effective treatment options.