The immune system can be a cure or cause of disease, fulfilling a protective role in attacking cancer or pathogenic microbes but also causing tissue destruction in autoimmune disorders. Thus, therapies aimed to amplify or suppress immune reactions are of great interest. However, the complex regulation of the immune system, coupled with the potential systemic side effects associated with traditional systemic drug therapies, has presented a major hurdle for the development of successful immunotherapies. Recent progress in the design of synthetic micro- and nano-particles that can target drugs, deliver imaging agents, or stimulate immune cells directly through their physical and chemical properties is leading to new approaches to deliver vaccines, promote immune responses against tumors, and suppress autoimmunity. In addition, novel strategies, such as the use of particle-laden immune cells as living targeting agents for drugs, are providing exciting new approaches for immunotherapy. This progress report describes recent advances in the design of micro- and nano-particles for immunotherapies and diagnostics.