The clinical success of immune checkpoint blockade in some patients has transformed treatment approaches in cancer and offers the hope of durable curative responses. Building from studies of chronic infection, the composition of tumour infiltrating lymphocytes and in particular, the spectrum of exhausted CD8 T cells has now been characterized in detail, profiling the phenotype, function, transcriptional regulation and even the epigenetic changes. However, what remains less clear is how intratumoural immune cells interface with populations in the periphery, both in terms of sustaining the response in cancer, but also in establishing systemic memory responses that can provide long-term protection. Here we will succinctly review the current understanding of the anti-tumour response, consider the tissue microenvironments that support key cellular subsets and the extent to which cellular migration between these sites impacts the response.