For decades, limited options existed to treat metastatic genitourinary cancers, including treatment options that could be classified as immunotherapy. Historically, immunotherapy centered on systemic cytokines for the treatment of metastatic kidney cancer, which had several adverse effects, as well as the Bacillus Calmette–Guérin vaccine for non-metastatic bladder cancer. Within the past decade, advances in immunotherapy have led to several approvals from the United States Food and Drug Administration, particularly in the field of immune checkpoint inhibition. Immune checkpoint inhibitors (ICIs) are now being used extensively to treat multiple solid tumors, including kidney and bladder cancers, and they are also being tested in many other cancers. Despite encouraging data from phase 2/3 clinical trials, less is known about biomarkers that may predict better response to ICIs. The effect of ICIs in genitourinary cancers is heterogeneous, with some tumor types having little clinical data available, or ICIs having limited activity in other tumors. In this review, we briefly discuss approved immunotherapy agents prior to the time of ICIs. Then, given the emergence of this class of agents, we summarize the several important ICIs and the clinical trials that led to their approval. Finally, we mention ongoing and future clinical trials.