Advancements in cancer therapy have increasingly focused on leveraging the synergistic effects of combining immunotherapy with other treatment modalities, facilitated by the use of innovative nanoplatforms. These strategies aim to augment the efficacy of standalone treatments while addressing their inherent limitations. Nanoplatforms enable precise delivery and controlled release of therapeutic agents, which enhances treatment specificity and reduces systemic toxicity. This review highlights the critical role of nanomaterials in enhancing immunotherapy when combined with chemotherapy, radiotherapy, photodynamic therapy, photothermal therapy, and sonodynamic therapy. Additionally, it addresses current challenges, including limited in vivo studies, difficulties in standardizing and scaling production, complexities of combination therapies, lack of comparative analyses, and the need for personalized treatments. Future directions involve refining nanoplatform engineering for improved targeting and minimizing adverse effects, alongside large animal studies to establish the long-term efficacy and safety of these combined therapeutic strategies. These efforts aim to translate laboratory successes into clinically viable treatments, significantly improving therapeutic outcomes and advancing the field of oncology.