While chemotherapy and radiotherapy remain the first-line approaches for the management of most unresectable tumors, immunotherapy has emerged in the past two decades as a game-changing treatment, notably with the clinical success of immune checkpoint inhibitors. Immunotherapies aim at (re) activating anticancer immune responses which occur in two main steps: (1) the activation and expansion of tumor-specific T cells following cross-presentation of tumor antigens by specialized myeloid cells (priming phase); and (2) the immunological clearance of malignant cells by these antitumor T lymphocytes (effector phase). Therapeutic vaccines, adjuvants, monoclonal antibodies, cytokines, immunogenic cell death-inducing agents including oncolytic viruses, anthracycline-based chemotherapy and radiotherapy, as well as adoptive cell transfer, all act at different levels of this cascade to (re)instate cancer immunosurveillance. Intratumoral delivery of these immunotherapeutics is being tested in clinical trials to promote superior antitumor immune activity in the context of limited systemic toxicity.