Cancer develops with unexpected mutations and causes death in many patients. Among the different cancer treatment strategies, immunotherapy is promising with the benefits of high specificity and accuracy, as well as modulating immune responses. Nanomaterials can be used to formulate drug delivery carriers for targeted cancer therapy. Polymeric nanoparticles used in the clinic are biocompatible and have excellent stability. They have the potential to improve therapeutic effects while significantly reducing off-target toxicity. This review classifies smart drug delivery systems based on their components. Synthetic smart polymers used in the pharmaceutical industry, including enzyme-responsive, pH-responsive, and redox-responsive polymers, are discussed. Natural polymers derived from plants, animals, microbes, and marine organisms can also be used to construct stimuli-responsive delivery systems with excellent biocompatibility, low toxicity, and biodegradability. The applications of smart or stimuli-responsive polymers in cancer immunotherapies are discussed in this systemic review. We summarize different delivery strategies and mechanisms that can be used in cancer immunotherapy and give examples of each case.