Single-cell technologies are emerging as powerful tools for cancer research. These technologies characterize the molecular state of each cell within a tumor, enabling new exploration of tumor heterogeneity, microenvironment cell-type composition, and cell state transitions that affect therapeutic response, particularly in the context of immunotherapy. Analyzing clinical samples has great promise for precision medicine but is technically challenging. Successfully identifying predictors of response requires well-coordinated, multi-disciplinary teams to ensure adequate sample processing for high-quality data generation and computational analysis for data interpretation. Here, we review current approaches to sample processing and computational analysis regarding their application to translational cancer immunotherapy research.