Despite the advent of immune checkpoint blockade for effective treatment of advanced malignancies, only a minority of patients responds to therapy and significant immune-related adverse events remain to be minimized. Innovations in engineered drug delivery systems and controlled release strategies can improve drug accumulation at and retention within target cells and tissues in order to enhance therapeutic efficacy while simultaneously reducing drug exposure in off target tissues to minimize the potential for treatment-associated toxicities. This review will outline basic principles of the immune physiology of checkpoint signaling, the existing knowledge of dose-efficacy relationships in checkpoint inhibition, the influence of administration route on treatment efficacy, as well as the resulting checkpoint inhibitor antibody biodistribution profiles amongst target versus systemic tissues. It will also highlight recent successes in the application of drug delivery principles and technologies towards augmenting checkpoint blockade therapy in cancer. Delivery strategies that have been developed for other therapeutic and immunotherapy applications with as-of-yet underexplored potential in checkpoint inhibition therapy will also be discussed.