Immunotherapy represents the newest pillar in cancer care. Although there are increasing data showing the efficacy of immunotherapy there is a spectrum of response across unselected populations of cancer patients. In fact, response rates can be poor even among patients with immunogenic tumors for reasons that remain poorly understood. A promising clinical strategy to improve outcomes, which is supported by an abundance of preclinical data, is combining immunotherapy with radiation therapy. Here we review the existing evidence and future directions for combining immunotherapy and radiation therapy for patients with gastrointestinal cancers.