Many cancer patients suffer from systemic immune suppression. Immunotherapy has been applied to overcome immune suppression, and, more importantly, to elicit clinical anti-tumor responses. Clinical responses are induced by various immune stimuli like contact allergens, bacteria, costimulators, cytokines, TCR complex activators and TLR ligands. In many trials, these immune stimuli are applied systemically. Systemic application of an immune stimulus causes a cytokine storm and dangerous side effects (shock). This storm triggers feedback mechanisms, resulting in immune suppression and tolerance induction by IL-10 and regulatory T lymphocytes. This immune suppression will nullify the clinical efficacy of systemic immune stimulation. In contrast, when immune stimulators are applied locally, the immune system is boosted systemically without the severe side effects.  Clinical phase II studies using immune stimulators, like BCG and IL-2, show large therapeutic efficacy after local application in cancer patients. These local immunotherapies can be combined with conventional anticancer treatments for synergism on therapeutic efficacy. Our review shows that immune stimulators still hold their promise against cancer, but only if they are applied locally in the tumor.