PDCD1 and urinary bladder cancer: Here, we review bladder cancer immunotherapy with equal weight on BCG and anti‐PD‐1/PD‐L1 therapies and demonstrate why and how bladder cancer can be used as a model to study the predictors and mechanisms of cancer immune response and shine light on further development of immunotherapy approaches and response predictive biomarkers to improve immunotherapy of bladder cancer and other malignancies.