Most of the indications for immunotherapy are cancers with solid tumors. This source [0] is a bit dated (2017) but it contains a chart showing which cancers had an indication for immunotherapy at the time, and they're almost all solid tumors. The initial approvals for the big immunotherapy drugs were for melanoma and non-small cell lung cancer.

[0] https://www.statnews.com/2017/03/08/immunotherapy-cancer-bre...