While twisted photons with orbital angular momentum can be generated in several ways, their massive counterparts -vortex electrons, neutrons, or atoms -can be obtained so far only via diffraction techniques, not applicable for relativistic energies. Here we show that particles with phase vortices, including hadrons, ions, and nuclei, can be generated during emission in helical undulators, via Cherenkov radiation, in collisions with intense laser beams, in such scattering and annihilation processes as eµ → eµ, ep → ep, etc. We elucidate that the key element in obtaining them is not the process itself but the post-selection protocol due to quantum entanglement. A final particle acquires a phase vortex if the other final particle's momentum is weakly measured with no post-selection of its azimuthal angle. This technique can be used for generating all types of vortex particles, it can be adapted for ultrarelativistic beams of modern colliders for hadronic and spin studies, and it can also facilitate the development of sources of hard X-ray and γ-range twisted photons.