Oncolytic viruses and combinatorial immunotherapy for cancer (this Special Issue) are both part of cancer treatment at IOZK. This review focusses on an individual multimodal cancer immunotherapy concept developed by IOZK, Cologne, Germany. The scientific rationale for employing three main components is explained: (i) oncolytic Newcastle disease virus, (ii) modulated electrohyperthermia and (iii) individual tumor antigen and oncolytic virus modified dendritic cell vaccine (IO-VACR). The strategy involves repeated cancer-immunity cycles evoked in cancer patients by systemic oncolytic virus exposure plus hyperthermia pretreatment to induce immunogenic cell death followed by intradermal IO-VACR vaccination. As an example of the experience at IOZK, we present the latest results from combining the immunotherapy with standard treatment of patients suffering from glioblastoma multiforme. The promising clinical results in terms of overall survival benefit of additional individualized multimodal immunotherapy are presented. The cancer-immunity cycle, as introduced 10 years ago, describes key important steps occurring locally at the sites of both tumor and draining lymph nodes. This view is extended here towards systemic events occuring in blood where immunogenic cell death-induced tumor antigens are transported into the bone marrow. For 20 years it has been known that bone marrow is an antigen-responsive organ in which dendritic cells present tumor antigens to T cells leading to immunological synapse formation, tumor antigen-specific T cell activation and memory T cell formation. Bone marrow is known to be the most prominent source of de novo cellular generation in the body and to play an important role for the storage and maintenance of immunological memory. Its systemic activation is recommended to augment cancer-immunity cycles.