The clinical successes and tremendous hopes raised by tumor immunotherapies such as tumor-targeting monoclonal antibodies, immune checkpoint blockers, or CAR T cells demand that we better understand how these treatments precisely act in the patient body. Such a detailed knowledge is indeed essential to optimize therapeutical efficacy and maximize the number of cancer patients that could benefit from these therapies. This review aims to illustrate that intravital two-photon imaging is providing unique insights into the mode of action of tumor immunotherapies and is helping identify their critical bottlenecks in vivo. Moreover, this article discusses how spatiotemporal observations of immune cells, tumor subclones, and cytokine dynamics in the tumor microenvironment may contribute to the emergence of new concepts in anti-tumor immune responses.