Management of patients with advanced sarcoma has been evolving in recent decades, from a one-fit-all perspective to a more refined, personalized, and multidisciplinary approach. In parallel, the evolution of local therapies (radiotherapy, surgical and interventional radiology techniques) has contributed to the improvement of survival of patients with advanced sarcoma. In this article, we review the evidence regarding local treatments in advanced sarcoma, as well as its integration with systemic therapies, to provide the reader a wider and deeper perspective on the management of patients with metastatic sarcoma.