Cancer immunotherapy is a powerful, growing treatment approach to cancer that can be combined with chemotherapy, radiotherapy, and oncosurgery. Modulating the immune system to enhance anticancer response by several strategies has yielded improved cancer survival. Despite this progress, the success rate for immunotherapy has been below expectations due to unpredictable efficacy and off-target side effects from systemic dosing. Nanotechnology offers numerous different materials and targeting properties to overcome many of these challenges in immunotherapy. In this chapter, we review current immunotherapy and its challenges as well as the latest nanotechnology applications in cancer immunotherapy.