Cancer immunotherapy is one of the fastest growing and most promising fields in clinical oncology. T-cell checkpoint inhibitors are revolutionizing the management of advanced cancers including non-small cell lung cancer and melanoma. Unfortunately, many common cancers are not responsive to these drugs and resistance remains problematic. A growing number of novel cancer immunotherapies have been discovered but their clinical translation has been limited by shortcomings of conventional drug delivery. Immune signaling is tightly-regulated and often requires simultaneous or near-simultaneous activation of multiple signals in specific subpopulations of immune cells. Nucleic acid therapies, which require intact intracellular delivery, are among the most promising approaches to modulate the tumor microenvironment to a pro-immunogenic phenotype. Advanced nanomedicines can be precisely engineered to overcome many of these limitations and appear well-poised to enable the clinical translation of promising cancer immunotherapies.