It is generally accepted that human and experimental tumor cells can lose major histocompatibility complex (MHC) class I molecules. These human leukocyte antigen (HLA) losses are detected when the primary tumor breaks the basal membrane, invades the surrounding tissues, and starts to metastasize. These altered HLA class I phenotypes probably constitute the major tumor escape mechanism facing anti-tumor T-cell mediated responses. Thus, it is important to characterize these phenotypes in clinical tumor samples, analyze the mechanism(s) responsible for them, and counsel patients before and during peptide anti-cancer immunotherapy. The present paper summarizes the most relevant altered HLA class I phenotypes found in human tumor samples, indicates their frequency, and outlines the mechanisms implicated. This review also points out that the natural killer (NK) escape mechanism of HLA class I deficient cancer cells is yet to be defined. Knowledge accumulated to date reveals that HLA class I molecules are an important crossroad in tumor immunology.