Cancer happens either because of genetic changes due to mutation or epigenetic changes such as the rate of acetylation and methylation. Since cancer cells are nothing but modified normal cells they difficult to be treated. The most important reasons of difficulty to control the cancer cells  are invasion and metastasis of cancer cells throughout the body. Also the cancer cells have the capacity to escape from the immuno-surveillence.  So, iimmunological cells in the body cannot eliminate cancer cells.

As in the prevoius answer there are first practical difficulties in (targetting)  cancer cells in order to distinguish between them and the normal body cells without serious side effects. The similarities in cellular immune identities is a second reason. These can be overcomed nowadays in many ways through the genetic engineering of new compounds and immune therapies targetting the cancer cell own mutating genes or its immune properties (like in monoclonal antibody therapy).

Another important  problem is the  (heterogenecity) of most tumours  which means that one tumour may contain several different cell clone lines as a result of the multistep evolution of the cancerprocess  through several different and subsequent mutations. This may pause a practical difficulty in treating the tumour as a whole as one cell line clone may respond well to a given treatment while the other clone  may respond only partially or not at all. This may result in recurrence or failure of treatment. Heterogenecity  is also the reason for using a combination of chemotherapeutic agents or a combination of therapeutic methods in order to treat one tumour type.

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