Cancer immunotherapy is a rapidly evolving and paradigm shifting treatment modality that adds a strong tool to the collective cancer treatment arsenal. It can be effective even for late stage diagnoses and has already received clinical approval. Tumors are known to not only avoid immune surveillance but also exploit the immune system to continue local tumor growth and metastasis. Because of this, most immunotherapies, particularly those directed against solid cancers, have thus far only benefited a small minority of patients. Early clinical substantiation lends weight to the claim that cancer immunotherapies, which are adaptive and enduring treatment methods, generate much more sustained and robust anticancer effects when they are effectively formulated in nanoparticles or scaffolds than when they are administered as free drugs. Engineering cancer immunotherapies using nanomaterials is, therefore, a very promising area worthy of further consideration and investigation. This review focuses on the recent advances in cancer immunoengineering using nanoparticles for enhancing the therapeutic efficacy of a diverse range of immunotherapies. The delivery of immunostimulatory agents to antitumor immune cells, such as dendritic or antigen presenting cells, may be a far more efficient tactic to eradicate tumors than delivery of conventional chemotherapeutic and cytotoxic drugs to cancer cells. In addition to its immense therapeutic potential, immunoengineering using nanoparticles also provides a valuable tool for unearthing and understanding the basics of tumor biology. Recent research using nanoparticles for cancer immunotherapy has demonstrated the advantage of physicochemical manipulation in improving the delivery of immunostimulatory agents. In vivo studies have tested a range of particle sizes, mostly less than 300 nm, and particles with both positive and negative zeta potentials for various applications. Material composition and surface modifications have been shown to contribute significantly in selective targeting, efficient delivery and active stimulation of immune system targets. Thus, these investigations, including a wide array of nanoparticles for cancer immunotherapy, substantiate the employment of nanocarriers for efficacious cancer immunotherapies.