Tumors can begin and grow in our bodies for several reasons. In some cases of skin cancer like melanoma, ultraviolet light penetrates our skin barriers and damages DNA and skin cells. This can cause excessive abnormal cell growth - and a tumor is formed. Worse, this cancerous growth can spread to other organs in the body.
Luckily, our immune cells do recognize and attack cancer cells as they grow. Cancer cells aren't without their own defense mechanisms, though. They can "hide" from immune cells by not expressing the targets by which immune cells recognize them. Soon, all of the cells expressing recognizable targets will be killed, leaving behind a growing population of "hiding" cancer cells. Similar to bacterial resistance to antibiotics, a stronger and more dangerous population of cells continues to grow and spread in the body.
Tumors can also recruit the body's own immunosuppressive cells to counter the attack of cancer-killing lymphocytes.
Immunotherapy is designed to protect the body from these mechanisms. For example, cytotoxic T cells that are especially suited for attacking cancer cells can be used as a therapy. When combined with chemotherapy, radiation, and/or multiple immunotherapies, this could be a very advantageous option to fight multiple types of cancer.