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Cancer continues to rank among the deadliest diseases globally, claiming numerous lives due to its high mortality rates. Chemotherapy, a primary form of cancer treatment, offers significant benefits but is hampered by drawbacks that compromise patients' quality of life. Consequently, developing minimally invasive treatment alternatives remains a formidable challenge. Among these, nanomaterial-based, light-activated phototherapies-including photodynamic therapy, photothermal therapy, and radiotherapy-emerge as promising options, providing precise spatial and temporal control with reduced invasiveness. Advances in nanoscience and engineering have led to the creation of nanoparticles (NPs) that integrate therapeutic and diagnostic capabilities, known as theranostics, which enhance the effectiveness of clinical cancer management. This review summarizes recent advancements in nanotheranostics, spanning optical to radio-based approaches. We discuss the roles of various nanomaterials, such as upconversion NPs, gold NPs, nano-scintillators, and mesoporous silica NPs, among others, highlighting their dual diagnostic and therapeutic functionalities. Furthermore, NP-mediated induction of programmed cell death mechanisms-ferroptosis, pyroptosis, and cuproptosis-underscoring their significance in targeted cancer therapies and immune modulation were also explored. Additionally, we discuss how NPs can activate the stimulator of interferon genes pathway, amplify antitumor immunity and offer new avenues for improving cancer treatment outcomes.