Cancer cells are able to avoid immune surveillance and exploit the immune system to grow and metastasize. With the development of nano- and micro-particles, there has been a growing number of immunotherapy delivery systems developed to elicit innate and adaptive immune responses to eradicate cancer cells. This can be accomplished by training resident immune cells to recognize and eliminate cells with tumor-associated antigens or by providing external stimuli to enhance tumor cell apoptosis in the immunosuppressive tumor microenvironment (TME). In this review we will focus on nano- and micro-particle (NP and MP) based immunotherapies and vaccines used to elicit a potent and sustained antitumor immune response.