Many anticancer immunotherapeutic agents, including the monoclonal immune checkpoint blocking antibodies, toll-like receptor (TLR) agonists, cytokines and immunostimulatory mRNA are commonly administrated by the intravenous route. Unfortunately, this route is prone to inducing, often life-threatening, side effects through accumulation of these immunotherapeutic agents at off-target tissues. Moreover, additional biological barriers need to be overcome before reaching the tumor microenvironment. By contrast, direct intratumoral injection allows for accomplishing local immune activation and multiple (pre)clinical studies have demonstrated decreased systemic toxicity, improved efficacy as well as abscopal effects. The approval of the oncolytic herpes simplex virus type 1 talimogene laherparepvec (T-VEC) as first approved intratumoral oncolytic virotherapy has fueled the interest to study intensively other immunotherapeutic approaches in preclinical models as well as in clinical context. Moreover, it has been shown that intratumoral administration of immunostimulatory agents successfully synergizes with immune checkpoint inhibitor therapy. Here we review the current state of the art in (pre)clinical intratumoral immunotherapy.