Immunotherapies have revolutionized the management of advanced cutaneous malignancies. However, some patients fail to respond to these therapies, others are ineligible because of comorbidities, and a minority of patients experience treatment-limiting systemic immune-related adverse events. To address these issues and expand treatment options for patients with early-stage disease, a variety of immunotherapies are being developed for direct intratumoral administration. Agents including oncolytic viruses, monoclonal antibodies, cytokines, peptides, and pattern-recognition receptor agonists have been engineered to evoke a local immune response while minimizing systemic toxicity and have shown favorable results in preclinical and early clinical testing. This review covers the current landscape of intratumoral immunotherapies for the treatment of cutaneous melanoma, squamous cell carcinoma, and basal cell carcinoma, highlighting the diverse array of agents being explored and their potential benefits and challenges.