Recent studies have demonstrated great therapeutic potential of educating and unleashing our own immune system for cancer treatment. However, there are still major challenges in cancer immunotherapy, including poor immunogenicity of cancer vaccines, off-target side effects of immunotherapeutics, as well as suboptimal outcomes of adoptive T cell transfer-based therapies. Nanomaterials with defined physico-biochemical properties are versatile drug delivery platforms that may address these key technical challenges facing cancer vaccines and immunotherapy. Nanoparticle systems have been shown to improve targeted delivery of tumor antigens and therapeutics against immune checkpoint molecules, amplify immune activation via the use of new stimuli-responsive or immunostimulatory materials, and augment the efficacy of adoptive cell therapies. Here, we review the current state-of-the-art in nanoparticle-based strategies designed to potentiate cancer immunotherapies, including cancer vaccines with subunit antigens (e.g., oncoproteins, mutated neo-antigens, DNA and mRNA antigens) and whole-cell tumor antigens, dendritic cell-based vaccines, artificial antigen-presenting cells, and immunotherapeutics based on immunogenic cell death, immune checkpoint blockade, and adoptive T-cell therapy.