In the past decade, single-cell technologies have revealed the heterogeneity of the tumor-immune microenvironment at the genomic, transcriptomic, and proteomic levels and have furthered our understanding of the mechanisms of tumor development. Single-cell technologies have also been used to identify potential biomarkers. However, spatial information about the tumor-immune microenvironment such as cell locations and cell-cell interactomes is lost in these approaches. Recently, spatial multi-omics technologies have been used to study transcriptomes, proteomes, and metabolomes of tumor-immune microenvironments in several types of cancer, and the data obtained from these methods has been combined with immunohistochemistry and multiparameter analysis to yield markers of cancer progression. Here, we review numerous cutting-edge spatial 'omics techniques, their application to study of the tumor-immune microenvironment, and remaining technical challenges.