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During the last decade anti-tumor immune-therapy has opened novel opportunities to efficiently combat cancer progression. The introduction of DC- and CAR T-cell based therapies as well as the successful application of antibody-based inhibitor of immune checkpoints (CTLA-4, PD1 and PDL1) have boosted the field and led to an overall benefit for many patients. In situ cancer vaccination is an attractive strategy to further improve the therapeutic outcome, especially towards a more personalized and individually tailored immune response against the patient's mutanome. Nanoparticle-based delivery platforms can assist in combination treatments e.g. with multiple immune stimulatory signales (PAMPs and DAMPs) to increase the probability of evoking broader and all-embracing cytotoxic and memory T-cell responses. In this review, various approaches and hurdles of cancer vaccination are discussed including the beneficial contributions of the thriving field of nanoparticle design and functionalization, which may further boost the development of cancer immunotherapeutics.