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The development of combination immunotherapy based on the mediation of regulatory mechanisms of the tumor immune microenvironment (TIME) is promising. However, a deep understanding of tumor immunology must involve the systemic tumor immune environment (STIE) which was merely illustrated previously. Here, we aim to review recent advances in single-cell transcriptomics and spatial transcriptomics for the studies of STIE, TIME, and their interactions, which may reveal heterogeneity in immunotherapy responses as well as the dynamic changes essential for the treatment effect. We review the evidence from preclinical and clinical studies related to TIME, STIE, and their significance on overall survival, through different immunomodulatory pathways, such as metabolic and neuro-immunological pathways. We also evaluate the significance of the STIE, TIME, and their interactions as well as changes after local radiotherapy and systemic immunotherapy or combined immunotherapy. We focus our review on the evidence of lung cancer, hepatocellular carcinoma, and nasopharyngeal carcinoma, aiming to reshape STIE and TIME to enhance immunotherapy efficacy.