The application of peptide-based immunotherapy in the treatment of cancer has known limitations in patients with loss or downregulation of human leukocyte antigen (HLA) class I expression on tumor cells. These alterations diminish the ability of cancer cells to present tumor peptides to T cells and therefore lead to failure of peptide-based cancer vaccination. Abnormal expression of HLA class I molecules in malignant cells is a frequent event that ranges from total loss of class I molecules to partial loss of HLA-specific haplotypes or alleles. Different mechanisms underlie these alterations and might require different therapeutic approaches. A complete characterization of molecular defects may suggest strategies for the selection and follow-up of patients undergoing T-cell based immunotherapy. Moreover, a precise identification of the mechanism leading to HLA class I defects in patients with cancer will help develop new, personalized patient-tailored treatment protocols. Here, we describe several examples showing the necessity and feasibility of making detailed individual analysis of HLA alteration mechanisms based on previously described molecular patterns in different types of malignancy. We recommend using this approach, at least in some patients, to enhance the therapeutic benefit of cancer immunotherapy.