Targeted therapies have revolutionized the treatment landscape of genitourinary (GU) malignancies, offering significant clinical benefits, particularly in renal cell carcinoma (RCC). However, the efficacy of these agents is frequently undermined by the inevitable development of therapy resistance. This review provides a critical analysis of the molecular mechanisms driving resistance in prostate, bladder, and kidney cancers and evaluates emerging clinical strategies to overcome them. We dissect the complex interplay between on-target genomic alterations (e.g., androgen receptor (AR) splice variants, fibroblast growth factor receptor (FGFR) gatekeeper mutations), the activation of compensatory bypass signaling pathways (e.g., phosphoinositide 3-kinase [PI3K]/protein kinase B [AKT] and mitogen-activated protein kinase [MAPK]), and the phenomenon of epigenetic lineage plasticity, such as the neuroendocrine transdifferentiation observed in prostate cancer. Furthermore, we examine the active role of the tumor microenvironment—mediated by cancer-associated fibroblasts and hypoxia—in sheltering tumor cells from therapeutic insults. Beyond defining these mechanisms, this review evaluates the rationale for next-generation therapeutic approaches, including proteolysis targeting chimeras (PROTACs), covalent inhibitors, and epigenetic modifiers. We also address the translational challenges of rational combination therapies, specifically the limitations imposed by cumulative toxicities. Finally, we discuss the pivotal but complex role of biomarkers, such as circulating tumor DNA (ctDNA), in guiding dynamic treatment sequencing and realizing the promise of precision oncology.