Immunotherapy is among the most effective approaches for treating cancer. One of the key aspects for successful immunotherapy is to achieve a strong and stable antitumor immune response. Modern immune checkpoint therapy demonstrates that cancer can be defeated. However, it also points out the weaknesses of immunotherapy, as not all tumors respond to therapy and the co-administration of different immunomodulators may be severely limited due to their systemic toxicity. Nevertheless, there is an established way through which to increase the immunogenicity of immunotherapy—by the use of adjuvants. These enhance the immune response without inducing such severe adverse effects. One of the most well-known and studied adjuvant strategies to improve immunotherapy efficacy is the use of metal-based compounds, in more modern implementation—metal-based nanoparticles (MNPs), which are exogenous agents that act as danger signals. Adding innate immune activation to the main action of an immunomodulator makes it capable of eliciting a robust anti-cancer immune response. The use of an adjuvant has the peculiarity of a local administration of the drug, which positively affects its safety. In this review, we will consider the use of MNPs as low-toxicity adjuvants for cancer immunotherapy, which could provide an abscopal effect when administered locally.