Combined modality has represented a mainstay of treatment across many lymphoma histologies, given their sensitivity to both multi-agent chemotherapy and intermediate-dose radiotherapy. More recently, several new agents, including immunotherapies, have reshaped the therapeutic panorama of some lymphomas. In parallel, radiotherapy techniques have witnessed substantial improvement, accompanied by a growing understanding that radiation itself comes with an immune-mediated effect. Six decades after a metastatic lesion regression outside the irradiated field was first described, there is increasing evidence that a combination of radiotherapy and immunotherapy could boost an abscopal effect. This review focuses on the mechanisms underlying this interaction in the setting of lymphomas, and on the results of pivotal prospective studies. Furthermore, the available evidence on the concomitant use of radiotherapy and small molecules (i.e., lenalidomide, venetoclax, and ibrutinib), as well as brentuximab vedotin, and chimeric antigen receptor (CAR) T-cell therapy, is summarized. Currently, combining radiotherapy with new agents in patients who are affected by lymphomas appears feasible, particularly as a bridge to anti-CD19 autologous CAR T-cell infusion. However, more studies are required to assess these combinations, and preliminary data suggest only a synergistic rather than a curative effect.