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Melanoma, owing to its high tumour mutational burden (TMB) and inherent immunogenicity, has emerged as a prime target for neoantigen-based customised cancer vaccines. Such vaccines may synergise with immune checkpoint inhibitors (ICIs) by harnessing patient-specific mutations to trigger targeted T-cell responses. This review systematically summarises and evaluates the clinical evidence and molecular mechanisms underlying customised neoantigen vaccines in melanoma, based on key clinical trial data. A central finding is that vaccine platform choice strongly influences, rather than rigidly determines, the dominant immunological pathway. Messenger RNA (mRNA) platforms generally favour endogenous antigen expression and MHC class I presentation, often eliciting robust CD8 + cytotoxic T-cell responses. By contrast, synthetic long peptide (SLP) platforms are typically processed as exogenous antigens and frequently engage MHC class II presentation, thereby promoting substantial CD4 + T-helper responses. However, this distinction is not absolute, because exogenous peptides can also be cross-presented on MHC class I by professional antigen-presenting cells, enabling CD8 + T-cell priming under appropriate conditions. Clinical data reflects this, with the mRNA vaccine mRNA-4157 (KEYNOTE-942) demonstrating a significant recurrence-free survival (RFS) benefit in the adjuvant setting. This efficacy, however, is contingent on the “hot” tumour microenvironment (TME) of melanoma; “cold” tumours like glioblastoma (GBM) and ovarian cancer (OvCa) present TME-specific barriers (e.g., the Blood-Brain Barrier, immune exclusion) that demand distinct, combination-based vaccine strategies. This review deconstructs this heterogeneity and defines the primary bottlenecks to broad clinical adoption: (1) the need to bridge the “validation gap” by correlating AI prediction accuracy with clinical outcomes; (2) the formidable economic and logistical barriers, including a clinically vulnerable 8–16 week manufacturing wait that poses psychological and clinical risks to patients; and (3) navigating adaptive regulatory pathways for “n-of-1” therapeutics. The field awaits the pivotal Phase III clinical trial of V940-001 (NCT05933577), whose timeline has been extended to 2029. This reflects the logistical and biological complexities inherent in developing personalised vaccines, highlighting challenges in both manufacturing and subject recruitment. These remain key obstacles impeding the widespread clinical application of such vaccines.