It has been known for decades that the immune system can be spontaneously activated against melanoma. The presence of tumor infiltrating lymphocytes in tumor deposits is a positive prognostic factor. Cancer vaccination includes approaches to generate, amplify, or skew antitumor immunity. To accomplish this goal, tested approaches involve administration of tumor antigens, antigen presenting cells or other immune modulators, or direct modulation of the tumor. Because the success of checkpoint blockade can depend in part on an existing antitumor response, cancer vaccination may play an important role in future combination therapies. In this review, we discuss a variety of melanoma vaccine approaches and methods to determine the biological impact of vaccination.