We briefly review spatially homogeneous mechanistic mathematical models describing the interactions between a malignant tumor and the immune system. We begin with the simplest (single equation) models for tumor growth and proceed to consider greater immunological detail (and correspondingly more equations) in steps. This approach allows us to clarify the necessity for expanding the complexity of models in order to capture the biological mechanisms we wish to understand. We conclude by discussing some unsolved problems in the mathematical modeling of cancer-immune system interactions.