Immunotherapy is a cancer treatment that exploits the capacity of the body’s immune system to prevent, control, and remove cancer. Immunotherapy has revolutionized cancer treatment and significantly improved patient outcomes for several tumor types. However, most patients have not benefited from such therapies yet. Within the field of cancer immunotherapy, an expansion of the combination strategy that targets independent cellular pathways that can work synergistically is predicted. Here, we review some consequences of tumor cell death and increased immune system engagement in the modulation of oxidative stress and ubiquitin ligase pathways. We also indicate combinations of cancer immunotherapies and immunomodulatory targets. Additionally, we discuss imaging techniques, which are crucial for monitoring tumor responses during treatment and the immunotherapy side effects. Finally, the major outstanding questions are also presented, and directions for future research are described.