The delivery of radiation therapy (RT) for cancer with intent to cure has been optimized and standardized over the last 80 years. Both preclinical and clinical work emphasized the observation that radiation destroys the tumor and exposes its components to the immune response in a mode that facilitates the induction of anti-tumor immunity or reinforces such a response. External beam photon radiation is the most prevalent in situ abolition treatment, and its use exposed the "abscopal effect". Particle radiotherapy (PRT), which has been in various stages of research and development for 70 years, is today available for the treatment of patients in the form of alpha particles, proton, or carbon ion radiotherapy. Charged particle radiotherapy is based on the acceleration of charged species, such as protons or carbon-12, which deposit their energy in the treated tumor and have a higher relative biological effectiveness compared with photon radiation. In this review, we will bring evidence that alpha particles, proton, or carbon ion radiation can destroy tumors and activate specific anti-tumor immune responses. Radiation may also directly affect the distribution and function of immune cells such as T cells, regulatory T cells, and mononuclear phagocytes. Tumor abolition by radiation can trigger an immune response against the tumor. However, abolition alone rarely induces effective anti-tumor immunity resulting in systemic tumor rejection. Immunotherapy can complement abolition to reinforce the anti-tumor immunity to better eradicate residual local and metastatic tumor cells. Various methods and agents such as immunoadjuvants, suppressor cell inhibitors, or checkpoint inhibitors were used to manipulate the immune response in combination with radiation. This review deals with the manifestations of particle-mediated radiotherapy and its correlation with immunotherapy of cancer.