Drug delivery systems represent an important strategy for cancer treatment. The targeted delivery of drugs is required for effective and safe cancer therapy. In cancer therapy, the target cells include cancer cells and immunocompetent cells such as antigen presenting cells. Anticancer drugs utilized include small molecular drugs, proteins and nucleic acid medicines. In order to deliver these drugs into the target cells, various nanoparticles have been developed. However, the efficacy of the nanoparticulate system itself is generally insufficient for the safe and effective treatment of cancer. For example, polyethylene glycol (PEG)-modified (PEGylated) nanoparticles accumulate in cancerous tissues; however, the PEG moiety on the surface of the nanoparticles disturbs cellular uptake, which is known as the ‘PEG dilemma.’ Thus, additional strategies such as receptor-mediated targeting are necessary to improve the delivery and cellular uptake of nanoparticles. Among additional strategies, in this review we have focused on the combination of nanoparticles with various physical stimuli, such as electric pulse and ultrasound, to improve the targeted delivery of the nanoparticles.