Melanomas are considered the most malignant type of skin cancers, with a relatively high incidence. Despite the excellent prognosis of early-stage tumors, the five-year survival rates drop significantly for those with unresectable or metastatic disease. The initial responses to immunotherapy with immune checkpoint inhibitors (ICIs) have been impressive. However, only a subset of patients benefits from ICIs, and the duration of responses is not acceptably extended. Hence, there is an unmet need for the development and experiment of novel agents against immune checkpoints and other inhibitory components of the tumor microenvironment. Moreover, targeting two or more of such inhibitory mechanisms will theoretically yield better responses. Although melanomas are one of the most commonly studied neoplasms for immunotherapies, the data are still scarce regarding immunotherapy-based combination regimens. However, there is solid evidence for the success of the combination therapy with ipilimumab (an anti-cytotoxic T-lymphocyte-associated protein 4 [CTLA-4]) plus nivolumab (an anti-programmed cell death protein 1 [PD-1]) and also nivolumab plus relatlimab (an anti-lymphocyte-activation gene 3 [LAG-3]) for patients with advanced disease. Several ongoing trials are now trying to assess the efficacy and safety profile of immunotherapy-based combination therapies, which is not only limited to ICIs, but also encompasses other approaches, such as cancer vaccines, adoptive T-cell therapies, and chimeric antigen receptor T-cells (CAR T-cells)-based therapies. Moving to more advanced, centralized trials, along with the control of serious side effects are imperative.