Immune checkpoint inhibitors (ICI) targeting programmed death 1 (PD-1), its ligand (PD-L1), or cytotoxic T-lymphocyte antigen 4 (CTLA-4) have shown promising results against multiple cancers, where they reactivate exhausted T cells primed to eliminate tumor cells. ICI therapies have been particularly successful in hypermutated cancers infiltrated with lymphocytes. However, resistance may appear in tumors evading the immune system through alternative mechanisms than the PD-1/PD-L1 or CTLA-4 pathways. A systematic pan-cancer literature search was conducted to examine the association between alternative immune evasion mechanisms via the antigen presentation machinery (APM) and resistance towards ICI treatments targeting PD-1 (pembrolizumab and nivolumab), PD-L1 (durvalumab, avelumab, and atezolizumab), and CTLA-4 (ipilimumab). The APM proteins included the human leucocyte antigen (HLA) class I, its subunit beta-2 microglobulin (B2M), the transporter associated with antigen processing (TAP) 1, TAP2, and the NOD-like receptor family CARD domain containing 5 (NLRC5). In total, 18 cohort studies (including 21 original study cohorts) containing 966 eligible patients and 9 case studies including 12 patients were reviewed. Defects in the APM significantly predicted poor clinical benefit with an odds ratio (OR) of 0.39 (95% CI 0.24–0.63, p < 0.001). The effect was non-significant, when considering complete and partial responses only (OR = 0.52, 95% CI 0.18–1.47, p = 0.216). In summary, the APM contains important targets for tumorigenic alterations which may explain insensitivity towards ICI therapy.