Natural immunity against HIV has been observed in many individuals in the world. Among them, a group of female sex workers enrolled in the Pumwani sex worker cohort remained HIV uninfected for more than 30 years despite high-risk sex work. Many studies have been carried out to understand this natural immunity to HIV in the hope to develop effective vaccines and preventions. This review focuses on two such examples. These studies started from identifying immunogenetic or genetic associations with resistance to HIV acquisition, and followed up with an in-depth investigation to understand the biological relevance of the correlations of protection, and to develop and test novel vaccines and preventions.