The clinical development of effective cancer immunotherapies, along with advances in genomic analysis, has led to the identification of tumor environmental features that predict for sensitivity to immune checkpoint blockade therapy (CBT). Early-phase clinical trial results have demonstrated the remarkable effectiveness of CBT in specific lymphoma subtypes, including classical Hodgkin lymphoma and primary mediastinal B-cell lymphoma. Conversely, CBT has been relatively disappointing in follicular lymphoma and diffuse large B-cell lymphoma. These clinical observations, coupled with important scientific discoveries, have uncovered salient features of the lymphoma microenvironment that correlate with immunotherapy response in patients. For example, classical Hodgkin lymphoma is characterized by an inflammatory environment, genetic alterations that facilitate escape from immune attack, and sensitivity to PD-1 blockade therapy. On the other hand, for lymphomas in which measures of immune surveillance are lacking, including follicular lymphoma and most diffuse large B-cell lymphomas, anti-PD-1 therapy has been less effective. An improved understanding of the immune landscapes of these lymphomas is needed to define subsets that might benefit from CBT. In this article, we describe the immune environments associated with major B-cell lymphomas with an emphasis on the immune escape pathways orchestrated by these diseases. We also discuss how oncogenic alterations in lymphoma cells may affect the cellular composition of the immune environment and ultimately, vulnerability to CBT. Finally, we highlight key areas for future investigation, including the need for the development of biomarkers that predict for sensitivity to CBT in lymphoma patients.