Cancer, marked by uncontrolled cell growth, is a leading global cause of death. Conventional cancer treatments such as chemotherapy and radiation, for all their use, often come with severe side effects. This has really pushed the development of immunotherapies and cancer vaccines, which try to leverage the body's immune system to fight tumors. Effective delivery of therapeutic agents to immune cells or tumors is critical, and natural carriers such as exosomes, archaeosomes, virosomes, and dendritic cells offer promising solutions. These systems excel in biocompatibility, low toxicity, and immune activation compared to synthetic alternatives. This review examines their role in cancer vaccines and immunotherapy, highlighting challenges like production consistency and tumor heterogeneity. Future directions include personalized vaccines and combination therapies, advancing these natural carriers in the fight against cancer.