Nanotechnology has been increasingly utilized in anticancer treatment owing to its ability of engineering functional nanocarriers that enhance therapeutic effectiveness while minimizing adverse effects. Inorganic nanoparticles (INPs) are prevalent nanocarriers to be customized for a wide range of anticancer applications, including theranostics, imaging, targeted drug delivery, and therapeutics, because they are advantageous for their superior biocompatibility, unique optical properties, and capacity of being modified via versatile surface functionalization strategies. In the past decades, the high adaptation of INPs in this emerging immunotherapeutic field makes them good carrier options for tumor immunotherapy and combination immunotherapy. Tumor immunotherapy requires targeted delivery of immunomodulating therapeutics to tumor locations or immunological organs to provoke immune cells and induce tumor-specific immune response while regulating immune homeostasis, particularly switching the tumor immunosuppressive microenvironment. This review explores various INP designs and formulations, and their employment in tumor immunotherapy and combination immunotherapy. We also introduce detailed demonstrations of utilizing surface engineering tactics to create multifunctional INPs. The generated INPs demonstrate the abilities of stimulating and enhancing the immune response, specific targeting, and regulating cancer cells, immune cells, and their resident microenvironment, sometimes along with imaging and tracking capabilities, implying their potential in multitasking immunotherapy. Furthermore, we discuss the promises of INP-based combination immunotherapy in tumor treatments.