Pan-cancer single-cell atlases explore the heterogeneity of cell types residing within the tumor microenvironment (TME). So far, atlases focused on individual cell types, failing to capture the full complexity of the TME. Here, we present a single-cell atlas that simultaneously considers heterogeneity in 5 cell types, collected from 230 treatment-naive samples across 9 cancer types. We identify 70 pan-cancer single-cell subtypes, investigate their patterns of co-occurrence and show an enrichment of specific subtypes in certain TMEs, e.g., immune-reactive versus immune-suppressive TME. We observe two TME hubs of strongly co-occurring subtypes: one hub resembling tertiary lymphoid structures (TLSs), another consisting of immune-reactive PD1+/PD-L1+ immune-regulatory T cells and B cells, dendritic cells and inflammatory macrophages. Subtypes belonging to each hub are spatially co-localized, while their abundance associates with early and long-term checkpoint immunotherapy response. We publicly share our atlas using a Shiny app, allowing others to explore TME heterogeneity in different biological contexts.