The above-mentioned are immunotherapy of checkpoint inhibitors. There is another type, called T-cell transfer therapy. The latest cancer vaccine, techinically, is also a type of immunotherapy.
The T-cell transfer therapy involves collecting your own T-cells, growing a large number of them in the lab, then giving the cells back to your body. When they're back into your body, they can kill the cancer cells in large scale. It takes 2 to 8 weeks to grow the T-cells in the lab. The two types of T-cells used in this therapy are tumor-infiltrating lymphocytes and CAR T-cell.
T-cell transfer therapy is approved for treating blood cancer, although the therapy with liver cancer shows promising results in experiments, it's still in trial stage.
The cancer vaccine is under research. The only approved one is for men's prostate cancer. However some preliminary results from clinical trial shows very promising results.