The identification of tumor-specific antigens and the immune responses directed against them has instigated the development of therapies to enhance antitumor immune responses. Most of these cancer immunotherapies are administered systemically rather than directly to tumors. Nonetheless, numerous studies have demonstrated that intratumoral therapy is an attractive approach, both for immunization and immunomodulation purposes. Injection, recruitment and/or activation of antigen-presenting cells in the tumor nest have been extensively studied as strategies to cross-prime immune responses. Moreover, delivery of stimulatory cytokines, blockade of inhibitory cytokines and immune checkpoint blockade have been explored to restore immunological fitness at the tumor site. These tumor-targeted therapies have the potential to induce systemic immunity without the toxicity that is often associated with systemic treatments. We review the most promising intratumoral immunotherapies, how these affect systemic antitumor immunity such that disseminated tumor cells are eliminated, and which approaches have been proven successful in animal models and patients.