Radiotherapy has been used for more than a hundred years to cure or locally control tumors. Regression of tumors outside of the irradiated field was occasionally observed and is known as the abscopal effect. However, the occurrence of systemic anti-tumor effects was deemed too rare and unpredictable to be a therapeutic goal. Recent studies suggest that immunotherapy and radiation in combination may enhance the abscopal response. Increasing numbers of cases are being reported since the routine implementation of immune checkpoint inhibitors, showing that combined radiotherapy with immunotherapy has a synergistic effect on both local and distant (i.e., unirradiated) tumors. In this review, we summarize pre-clinical and clinical reports, with a specific focus on the mechanisms behind the immunostimulatory effects of radiation and how this is enhanced by immunotherapy.