Cancer is one of the most complex and challenging human diseases, with rising incidences and cancer-related deaths despite improved diagnosis and personalized treatment options. Targeted alpha therapy (TαT) offers an exciting strategy emerging for cancer treatment which has proven effective even in patients with advanced metastatic disease that has become resistant to other treatments. Yet, in many cases, more sophisticated strategies are needed to stall disease progression and overcome resistance to TαT. The combination of two or more therapies which have historically been used as stand-alone treatments is an approach that has been pursued in recent years. This review aims to provide an overview on TαT and the four main pillars of therapeutic strategies in cancer management, namely external beam radiation therapy (EBRT), immunotherapy with checkpoint inhibitors (ICI), cytostatic chemotherapy (CCT), and brachytherapy (BT), and to discuss their potential use in combination with TαT. A brief description of each therapy is followed by a review of known biological aspects and state-of-the-art treatment practices. The emphasis, however, is given to the motivation for combination with TαT as well as the pre-clinical and clinical studies conducted to date.