The immune system is a fascinating world of cells, soluble factors, interacting cells, and tissues, all of which are interconnected. The highly complex nature of the immune system makes it difficult to view it as a whole, but researchers are now trying to put all the pieces of the puzzle together to obtain a more complete picture. The development of new specialized equipment and immunological techniques, genetic approaches, animal models, and a long list of monoclonal antibodies, among many other factors, are improving our knowledge of this sophisticated system. The different types of cell subsets, soluble factors, membrane molecules, and cell functionalities are some aspects that we are starting to understand, together with their roles in health, aging, and illness. This knowledge is filling many of the gaps, and in some cases, it has led to changes in our previous assumptions; e.g., adaptive immune cells were previously thought to be unique memory cells until trained innate immunity was observed, and several innate immune cells with features similar to those of cytokine-secreting T cells have been discovered. Moreover, we have improved our knowledge not only regarding immune-mediated illnesses and how the immune system works and interacts with other systems and components (such as the microbiome) but also in terms of ways to manipulate this system through immunotherapy. The development of different types of immunotherapies, including vaccines (prophylactic and therapeutic), and the use of pathogens, monoclonal antibodies, recombinant proteins, cytokines, and cellular immunotherapies, are changing the way in which we approach many diseases, especially cancer.