Prophylactic vaccines have evolved from traditional whole-cell vaccines to safer subunit vaccines. However, subunit vaccines still face problems, such as poor immunogenicity and low efficiency, while traditional adjuvants are usually unable to meet specific response needs. Advanced delivery vectors are important to overcome these barriers; they have favorable safety and effectiveness, tunable properties, precise location, and immunomodulatory capabilities. Nevertheless, there has been no systematic summary of the delivery systems to cover a wide range of infectious pathogens. We herein summarized and compared the delivery systems for major or epidemic infectious diseases caused by bacteria, viruses, fungi, and parasites. We also included the newly licensed vaccines (e.g., COVID-19 vaccines) and those close to licensure. Furthermore, we highlighted advanced delivery systems with high efficiency, cross-protection, or long-term protection against epidemic pathogens, and we put forward prospects and thoughts on the development of future prophylactic vaccines.