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Simple Summary: Non-classical human leukocyte antigens (HLAs) are molecules that help control the immune system's response to cancer. While classical HLAs have been studied for their role in detecting and fighting tumors, non-classical HLAs—specifically HLA-E, HLA-F, HLA-G, and HLA-H—are less understood but appear to play unique roles in helping tumors evade the immune system. This review examines how these non-classical HLAs contribute to cancer progression and discusses their potential as new targets for cancer treatments. By exploring the specific functions of HLA-E, HLA-F, HLA-G, and HLA-H in various cancers, the authors aim to highlight their importance in the immune system's interaction with tumors. Human leukocyte antigens (HLAs) are essential regulators of immune responses against cancer, with classical HLAs well-documented for their role in tumor recognition and immune surveillance. In recent years, non-classical HLAs—including HLA-E, HLA-F, HLA-G, and HLA-H—have emerged as critical players in the immune landscape of cancer due to their diverse and less conventional functions in immune modulation. These molecules exhibit unique mechanisms that enable tumors to escape immune detection, promote tumor progression, and contribute to therapeutic resistance. This review provides a comprehensive examination of the current understanding of non-classical HLAs in solid cancers, focusing on their specific roles in shaping the tumor microenvironment and influencing immune responses. By analyzing how HLA-E, HLA-F, HLA-G, and HLA-H modulate interactions with immune cells, such as T cells, natural killer cells, and antigen-presenting cells, we highlight key pathways through which these molecules contribute to immune evasion and metastasis. Additionally, we review promising therapeutic strategies aimed at targeting non-classical HLAs, including emerging immunotherapies that could potentially enhance cancer treatment outcomes by reversing immune suppression within tumors. Understanding the influence of these non-classical HLAs in solid cancers may offer new insights into cancer immunology and may lead to the development of innovative and more effective immunotherapeutic approaches. This review underscores the importance of non-classical HLAs as potential therapeutic targets, providing a necessary foundation for future studies in the evolving field of cancer immunotherapy. [ABSTRACT FROM AUTHOR]