Cancer is one of the major global health burdens, and more effective treatments are needed. At present, there are surgery, targeted therapy, and immunotherapy for the treatment of tumors, but due to the limitations of diagnostic technology and drug resistance, surgery and targeted therapy have little effect. Active immunization in the field of immunotherapy can mobilize host immunity, trigger tumor-specific T-cell responses, and produce targeted cytotoxicity. Its efficacy largely depends on the targeted delivery efficiency of cancer vaccines. Although immunotherapy is more durable than other approaches, immunosuppression in the tumor microenvironment and immune evasion by malignant cells limit the therapeutic efficacy of cancer vaccines. To overcome these challenges, this review summarizes key strategies for improving vaccine vector targeting, as well as recent advances and trends in delivery systems.