In skin cancer treatment, the often severe side effects and limited efficacy of immunotherapies have prompted the development of novel therapeutic strategies. Hence, innovative formulations using nanosystems have emerged, which, due to having a nanometric size, being able to encapsulate and protect loaded drug molecules, leading to controlled drug release, providing increased permeation, and having tunable properties, have proven to improve therapeutic outcomes. Among the many types of nanoplatforms, nanoemulsions and nanoemugels have been some of the most successfully developed for topical immunomodulatory skin cancer treatment, including nanoemulgels, combining the immunomodulatory effects of imiquimod and the anti-inflammatory properties of curcumin, and nanoemulsions containing plant-derived anticarcinogenic and immunosuppressive molecule triptolide, which have led to increased skin drug permeation and retention and low toxicity in tissue models. On the other hand, drug repurposing, making use of already marketed drug molecules and repositioning them for antitumor effects, has also been described for cancer immunotherapy, with doxycycline, a broad-spectrum antibiotic with recognized immunosuppressive and anticancer properties, having been incorporated into multifunctional hybrid electrospun nanofibrous scaffolds containing hydroxyapatite nanoparticles, yielding synergistic anticancer effects in in vitro skin cancer models. Furthermore, dual drug-loaded nanosystems have also proven to be beneficial in tumor immunotherapy, including immunoliposomes, simultaneously encapsulating the chemotherapeutic agent 5-fluorouracil and the antibody cetuximab, or immunoliposomes co-loaded with the immunomodulating compound bufalin and the anti-CD40 antibody, revealing increased and synergistic anticancer effects in in vitro and in vivo models of skin cancer, with or without the added use of iontophoresis, resulting in increased cellular uptake via endocytosis mediated by antigen–antibody interaction, simultaneous and long-lasting antigen delivery, with the induction of tumor apoptosis, and decreased tumor volume and tumor weight. Therefore, the use of nanosystems, drug repurposing, and synergistic dual drug-loading might be key to ensuring the success of future skin cancer immunotherapies.