Tumor immunotherapy has altered the therapeutic landscape of melanoma, lung cancer, renal cancer, hematologic malignancies, and several mismatch repair deficient tumors, yet durable responses remain uneven across tumor types and patient populations. Major restrictions arise from inefficient antigen presentation, inadequate trafficking and persistence of effector lymphocytes, stromal exclusion, suppressive myeloid compartments, hypoxia, aberrant vasculature, and systemic immune toxicity after nonselective immune activation. Nanomedicine delivery systems provide a materials-based route to adjust where, when, and in which cellular compartment immunomodulators are released. Lipid nanoparticles, polymeric particles, protein and lipoprotein mimetics, inorganic nanomaterials, biomimetic vesicles, and responsive hybrid platforms can co-deliver antigens, adjuvants, checkpoint inhibitors, cytokine modulators, nucleic acids, photosensitizers, or metabolic regulators to tumors and lymphoid tissues. This review summarizes the immunological rationale for nanomedicine design in cancer immunotherapy, with emphasis on active targeting, stimulus-responsive release, multifunctional immune remodeling, checkpoint blockade delivery, nanovaccines, suppressive microenvironment modulation, and combined therapeutic strategies. Current evidence indicates that nanomedicine can improve pharmacokinetics, concentrate immune signals in relevant tissues, reduce systemic exposure, and synchronize innate and adaptive immune activation. Clinical translation still depends on reproducible manufacturing, validated biomarkers of delivery, immune safety, and trial designs that distinguish material effects from payload effects.