This review is aiming to systematically elucidate the unique role of nanotechnology in optimizing therapeutic modalities for combinatorial cancer immunotherapy, which enables the synergistic integration of multiple treatment strategies. In particular, nanotechnology has enabled the synergistic combination of immunotherapy with physical therapies, chemotherapy, metal therapy, and nucleic acid therapy. In each combination regimen, nanocarriers play multifaceted roles by achieving targeted codelivery of different therapeutics and optimizing each individual treatment modality. This offers new paradigms to guide precision medicine in cancer treatment. Immunotherapy alone is unlikely to achieve personalized precision medicine for cancer, and new treatment modalities are needed in the future. To overcome technical bottlenecks and realize precise regulation of the tumor microenvironment for personalized cancer treatment, it is crucial to develop novel nanosystems with integrated sensing, targeting, and therapeutic functionalities.