Focused ultrasound (FUS) comprises a diverse group of non-invasive, non-ionizing acoustic technologies that have evolved from tools for localized tissue destruction into platforms capable of influencing complex biological processes. In oncology, growing evidence suggests that the effects of focused ultrasound extend beyond direct tumor treatment to include modulation of the tumor microenvironment and anti-tumor immunity. This review examines the major FUS modalities currently under investigation for cancer therapy, including high-intensity focused ultrasound (HIFU), intrinsic threshold histotripsy, boiling histotripsy, shock-scattering histotripsy, and low-intensity focused ultrasound (LIFU), with emphasis on the distinct physical mechanisms that underlie their biological effects. Although these modalities differ in how they interact with tissue, they share the capacity to alter tumor biology through changes in antigen availability, inflammatory signaling, and immune cell activity. These responses have been associated with enhanced immune recognition of tumors, remodeling of immunosuppressive microenvironments, and improved therapeutic responsiveness in preclinical and emerging clinical studies. As interest in focused ultrasound continues to expand, understanding the relationship between modality-specific bioeffects and downstream immune outcomes has become increasingly important. Collectively, the literature highlights focused ultrasound as a versatile therapeutic platform capable of linking precise local intervention with broader biological and immunological consequences, supporting its continued development as both a tumor-directed and immune-modulating strategy in cancer therapy.