Despite significant reductions in morbidity and mortality secondary to availability of effective combination anti-retroviral therapy (cART), human immunodeficiency virus (HIV) infection still accounts for 1.5 million deaths annually. The majority of deaths occur in sub-Saharan Africa where rates of opportunistic co-infections are disproportionately high. In this review, we discuss the immunopathogenesis of five common infections that cause significant morbidity in HIV-infected patients globally. These include co-infection with Mycobacterium tuberculosis, Cryptococcus neoformans, hepatitis B virus, hepatitis C virus, and Plasmodium falciparum. Specifically, we review the natural history of each co-infection in the setting of HIV, the specific immune defects induced by HIV, the effects of cART on the immune response to the co-infection, the pathogenesis of immune restoration disease (IRD) associated with each infection, and advances in the areas of prevention of each co-infection via vaccination. Finally, we discuss the opportunities and gaps in knowledge for future research.