Brain metastases (BrM) exhibit variable intracranial responses to immune checkpoint blockade (ICB), and reliable biomarkers of benefit remain uncertain, possibly reflecting the distinctive brain microenvironment. This review discusses multiplex protein imaging, array-based spatial transcriptomics, and in situ RNA imaging as complementary approaches for studying BrM and summarizes findings on regional differences in immune access and tumor cell states, CD8+ T cell localization and tumor contact, macrophage-associated and perivascular niches, tertiary lymphoid structure (TLS) signatures and organization, and potentially tumor-reactive or progenitor-like exhausted T cell populations. The clinical significance of these features varies. TLS signatures and several immune cell measures have been associated with survival, whereas differences in T cell infiltration and perivascular macrophage organization have been reported between ICB-treated and ICB-naive BrM specimens. However, most studies are retrospective, rely on selected surgical specimens, and establish prognostic or treatment-associated relationships rather than prospectively validated predictors of anti-PD-1/PD-L1 benefit. Finally, the review considers how targeted, reproducible spatial measures could be benchmarked with conventional biomarkers and validated in prospective, tumor-type-specific intracranial cohorts before clinical use.