Local therapy modalities such as radiation therapy, photodynamic therapy, photothermal therapy, and cryoablation have been used to treat localized tumors for decades. The discovery of the abscopal effect causes a paradigm shift where local therapy also causes systemic effects and leads to the remission of nonirradiated tumors. The abscopal effect of radiation therapy, alone or in combination with other treatments, has been extensively studied over the last six decades. However, the results are unsatisfactory in producing robust, reproducible, and long‐lasting systemic effects. Although immunotherapy and radiation therapy are promising in producing the abscopal effect, the abscopal effect's mechanism is still unclear, owing to various factors such as irradiation type and dose and cancer type. This article reviews the research progress, clinical and preclinical evidence of the abscopal effect by various local therapies alone and in combination with chemotherapy and immunotherapy, case reports, and the current challenges in producing the abscopal effect by various local therapies, focusing on radiotherapy, photodynamic therapy, cryoablation, and the prospects for obtaining a robust, reproducible, and long‐lasting abscopal effect.