Objective Treatment beyond progression (TBP) with immune checkpoint inhibitors (ICIs) is an evolving field due to the limitations of conventional imaging in response evaluation. However, real-life data on the benefit of TBP is scarce, especially from the limited resource settings and patients treated in the later lines. Therefore, we aimed to investigate the survival benefit of TBP with ICIs in patients with advanced tumors from a limited resource setting. Methods For this multi-center retrospective cohort study, we included 282 patients treated with ICIs and had radiological progression according to RECIST 1.1 criteria. We evaluated post-progression survival according to the use of TBP (TBP and non-TBP groups) with univariate and multivariate analyses. Results The cohort's median age was 61, and 84.4% were treated in the second or later lines. 82 (29.1%) of 282 patients continued on ICIs following the initial progression. In multivariate analyses, patients in the TBP group had improved post-progression survival compared to non-TBP (13.18 vs. 4.63 months, HR: 0.500, 95% CI: 0.349-0.717, p < 0.001). The benefit of the TBP was independent of the tumor type, treatment line, and age. Furthermore, TBP with ICIs remained associated with improved post-progression survival (HR: 0.600, 95% CI: 0.380-0.947, p = 0.028) after excluding the patients with no further treatment after progression in the non-TBP arm. Conclusions In this study, we observed that patients receiving ICIs beyond progression had considerably longer survival. Continuation of ICIs after progression should be considered a reasonable management option for patients with advanced cancer, specifically for patients with limited alternative options.