We present a theoretical study of superficial bladder cancer growth and its treatment via pulsed immunotherapy with Bacillus Calmette-Guérin (BCG), an attenuated strain of Mycobacterium bovis. BCG pulsed immunotherapy is a clinically established procedure for the treatment of superficial bladder cancer. In this paper, periodic BCG instillations are modeled using impulsive differential equations, which are studied using a combination of analytical and numerical techniques. In this way, we determine critical threshold values of the BCG instillation dose and rate of pulsing for successful treatment. We also identify treatment regimes in which tumor destruction occurs, but undesirable side effects are maintained at low levels by the immune system.