Immunotherapy demonstrated promising results in cancer treatment. However, its indication is restricted by low bioavailability and unfavorable side effects, including cytokine release syndrome and autoimmunity. The inadequate delivery of immunotherapeutics increased recurring administration costs and resulted in off-target toxicity. These limitations raised the treatment expenses and decreased patients’ compliance with treatment. Therefore, exploring novel administration routes and delivery methods is crucial for enhancing the effectiveness and safety of immunotherapy. Various biomaterials have been designed to enhance immunotherapy outcomes and facilitate their delivery into tumors. These strategies can be summarized into nano-, micro-, or macroscaled strategies. Mounting evidence reported the advantages of nanostructures and microparticles in cancer immunotherapy. Bio-scaffolds, hydrogels, or microneedle arrays also significantly improved the efficacy and safety of local immunotherapy delivery in recent preclinical studies; however, their clinical translation remained to be investigated. This chapter provides an overview of the clinical applications of recently developed macroscale-based delivery systems and discusses their future indications and challenges in the clinic.