The tumor microenvironment is a dynamic and complex ecosystem that is much more than a simple collection of tumor cells. Each component within the microenvironment offers a specific function for anti-tumor immunity or immunosuppression. As the tumor develops, components of the immune microenvironment gradually tend to become suppressive, resulting in immune escape. The basic principle of cancer immunotherapy is to overcome tumor immune escape, reactivating the autologous anti-tumor immunity. Immunotherapy has been a significant contributor to contemporary comprehensive cancer treatment, especially immune checkpoint inhibitors and chimeric antigen receptor therapy. An essential approach to enhancing immunotherapy is to combine immunotherapy with a variety of traditional integrative therapies, of which immunoradiotherapy is being widely explored in preclinical and clinical studies, because of its unique synergistic effects. A deeper understanding of the underlying mechanisms, clinical translation, and toxicity of these therapies will contribute to the future of comprehensive cancer care.