(Macro)autophagy is a cellular membrane trafficking process that serves to deliver cytoplasmic constituents to lysosomes for degradation. At basal levels, it is critical for maintaining cytoplasmic as well as genomic integrity and is therefore key to maintaining cellular homeostasis. Autophagy is also highly adaptable and can be modified to digest specific cargoes to bring about selective effects in response to numerous forms of intracellular and extracellular stress. It is not a surprise, therefore, that autophagy has a fundamental role in cancer and that perturbations in autophagy can contribute to malignant disease. We review here the roles of autophagy in various aspects of tumor suppression including the response of cells to nutrient and hypoxic stress, the control of programmed cell death, and the connection to tumor-associated immune responses.