The field of epigenetics has significantly advanced our understanding of gene regulation in cancer, revealing dynamic modifications that do not alter the DNA sequence yet profoundly influence gene expression. These include DNA methylation, histone modifications, non-coding RNAs, chromatin remodeling, and RNA modifications. In malignancies such as colorectal, breast, lung, glioblastoma, and hematologic cancers, these epigenetic alterations contribute to tumor initiation, progression, and immune evasion. Emerging evidence reveals that such modifications shape the tumor-immune interface by influencing antigen presentation, immune cell infiltration, and cytokine signaling. This review explores the interplay between key epigenetic modifications and cancer immunity, emphasizing how these mechanisms contribute to immune escape and therapeutic resistance. We also examine the emergence of epigenetic therapies-particularly DNMT inhibitors, HDAC inhibitors, and BET inhibitors-as promising tools to reprogram immune responses and restore anti-tumor immunity. Furthermore, we discuss combinatorial approaches integrating epigenetic modulators with immune checkpoint inhibitors, underscoring their potential to enhance treatment efficacy. By outlining current challenges and emerging strategies, this review underscores the need for personalized epigenetic interventions and biomarker-driven approaches to improve outcomes in cancer immunotherapy. These insights establish epigenetic regulation as a critical frontier in next-generation cancer immunotherapy.