Cancer cells develop several ways to subdue the immune system among others via upregulation of inhibitory immune checkpoint (ICP) proteins. These ICPs paralyze immune effector cells and thereby enable unfettered tumor growth. Monoclonal antibodies (mAbs) that block ICPs can prevent immune exhaustion. Due to their outstanding effects, mAbs revolutionized the field of cancer immunotherapy. However, current ICP therapy regimens suffer from issues related to systemic administration of mAbs, including the onset of immune related adverse events, poor pharmacokinetics, limited tumor accessibility and immunogenicity. These drawbacks and new insights on spatiality prompted the exploration of novel administration routes for mAbs for instance peritumoral delivery. Moreover, novel ICP drug classes that are adept to novel delivery technologies were developed to circumvent the drawbacks of mAbs. We therefore review the state-of-the-art and novel delivery strategies of ICP drugs.