Despite the impact of immune checkpoint inhibitors on malignancies treatment is unprecedented, a lack of response to these molecules is observed in several cases. Differently from melanoma and non-small cell lung cancer, where the use of immune checkpoint inhibitors results in a high efficacy, the response rate in other tumors, such as gastrointestinal cancers, breast cancer, sarcomas, and part of genitor-urinary cancers remains low. The first strategy evaluated to improve the response rate to immune checkpoint inhibitors is the use of predictive factors for the response as PD-L1 expression, tumor mutational burden, and clinical features. In addition to the identification of the patients with a high sensibility to immune checkpoint inhibitors, another approach currently under intensive investigation is the use of therapeutics in a combinatory manner with immune checkpoint inhibitors to obtain an enhancement of efficacy through the modification of the tumor immune microenvironment. In addition to the abscopal effect induced by radiotherapy, a lot of studies are evaluating several drugs able to improve response rate to immune checkpoint inhibitors, including microbiota modifiers, drugs targeting co-inhibitors receptors, anti-angiogenic therapeutics, small molecules, and oncolytic viruses. In view of the rapid and extensive development of this research field, we conducted a systematic review of the literature identifying which of these drugs are closer to achieving validation in the clinical practice.