Immunotherapy has revolutionized the treatment of various types of cancers in recent years. Since the US Food and Drug Administration approval of the anti-cytotoxic T-lymphocyte-associated antigen 4 agent ipilimumab for late-stage melanoma in 2011, results from multiple clinical trials have proven the benefit of immunotherapy in the treatment of other cancers. However, therapeutic resistance to immunotherapy often develops. This has led investigators to combine immunotherapy with stereotactic body radiation therapy (SBRT) in an attempt to improve outcomes. The benefit of the combination is believed to stem from stimulating and suppressing various immune pathways and is further aided by the abscopal effect, in which tumors respond to radiation therapy even in nonradiated metastatic sites. When combined with immunotherapy, radiation causes the tumor to act much like a vaccine by exposing the tumor antigens to activate the immune response. This article reviews the association between the immune system and cancer, as well as the additional systemic benefit that SBRT can have in patients with advanced-stage malignancies being treated with immunotherapy.