Okay, so big picture: every cell in your body is covered with [MHC markers](https://en.wikipedia.org/wiki/Major_histocompatibility_complex). These help the body differentiate self from non-self. When the immune system sees something that is non-self, it may attack. (In the case of bacteria, that’s good. In the case of allergens, that’s bad.)
When transplanting, the most important rule is that you never transplant MHC markers into someone who lacks them. That’s like sending someone into a bank wearing a shirt that says “BANK ROBBER”. The immune system will attack.
Now getting to your specific question:
Skin grants [from one person to another require immune suppression](https://www.sciencedaily.com/releases/2014/11/141118105630.htm), as do grafts from one species to another. The only type of skin transplant that doesn’t is an autograft (transplating skin from one part of a person’s body to another), because that new skin is a perfect match (e.g, it has exactly the same MHC markers the immune system is expecting).
Blood transplants (aka, transfusions) don’t require immunosuppression because blood has the simplest of all MHC marker systems. There are only 2 major proteins (A and B) so it’s relatively easy to find a perfect match.
Your body’s immune system is designed to keep things that aren’t of your body out: bacteria, dirt, splinters, viruses, etc.
When you receive a transplant, that foreign tissue that’s been introduced can be seen as a threatening invader by your immune system and it will try to kill and remove the threat.
So immune suppressants and anti-rejection drugs are typical in a transplant scenario, to stop the body’s natural protection system from destroying the new organ.
Some parts of the body are deliberately isolated from the immune system at large by the body itself. The cornea for example is really easy to make transplants for because the immune system doesn’t touch it. The cornea needs to be transparent, so it doesn’t have blood vessels or anything running through it, it’s just a layer of cells that a few macrophages (very basic components of the immune system that do nothing more than destroy bacteria) run though. Likewise, the skin is an impermeable membrane, so the upper layers don’t really need to be visited by the immune system. It’s also worth noting that these surfaces are *surfaces* – they constantly get worn down and replaced by new cells. This means the foreign cells are only temporary, and will eventually be replaced by own-cells.
Also, many of these transplants are, if permanent, sourced from your own cells (either by locational transplant or by extracting and growing grafts from stem cells), and you rarely need immunosuppressants if you’re dealing with your own cells. Cells have proteins on their surface called antigens, and these are how the immune system recognises foreign and own material. If a cell has your own antigen, the immune system ignores it, cos it’s probably meant to be there. If a cell has an antigen belonging to something else, like a bacterial antigen or an antigen from another person, it figures “well this is probably foreign, best kill it, it’s here to destroy us and steal our resources!” In fact, the immune system is so zealously xenophobic that it doesn’t even care if the foreign cell is doing a useful job or is here legally, it thinks *all* foreign cells should be exterminated. That’s because the body doesn’t have a very good education system, and so immune cells are taught to fear all foreigners, not just the nasty ones, just in case a foreigner might be nasty and is just hiding it really well. Basically, the immune system isn’t taught how to tell the difference between a good foreigner and a bad foreigner, so it gets rid of all of them, just in case. Immunosuppressants are drugs, and they make the immune system like, totally wasted, dude. The role of an immunosuppressant is to make the immune system so fucking high that it’s completely incapable of doing its job. That lets the foreign cells do *their* job without being killed. This does of course come with the downside that when a foreigner who *is* trying to destroy you gets in, the immune system has no idea what’s going on and just keeps being high.
Skin grafts and corneal transplants and such, being grown from your own stem cells, still have your antigens. When an immune cell comes around and looks at them, they just show them their legal antigens and the immune cells move along. That’s why these don’t need immunosuppressants, even if they are transplants that live close to the immune system.
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