Cancer treatment has undergone a paradigm shift following the introduction of novel cancer treatment approaches that involve the host's immune system in fighting established tumors. This new concept aids the immune system in identifying, attacking, and killing the tumor cells. However, although some encouraging results were observed clinically, this approach has its own limitations. For example, the benefits of certain anticancer drugs were only observed in some patients, off-target effects, immune evasion, and poor pharmacokinetics. Recently, several advancements have been made with the understanding and development of tumor-targeted drug delivery systems, which combine both effectiveness and patients' safety during cancer treatment. In this review, we will focus on the latest progress in targeted drug delivery, particularly applying nanoparticles, liposomes, exosomes, and Wharton's jelly-derived macrovesicles as immune cell enhancers, as well as overcoming therapeutic resistance. We also characterize major current problems, such as the biocompatibility and scalability of the delivered engineering systems, as well as the required regulations. Lastly, we will show some examples of effective approaches to resolve these issues for more efficient cancer therapy. The importance of this article lies in bridging two sides in a single framework perspective: the novel implementation of unique delivery systems and the latest advances in the field of cancer immunotherapy. Thus, this provides better insights for the future of cancer treatment.