Peptide-immuno-oncology agent complexes (“peptide-I/O complexes”) that can home, target, migrate to, are directed to, are retained by, accumulate in, penetrate, or bind to the tumor microenvironment, tumor tissues, or cells or compartments or cytosol of cells thereof, or any combination thereof, are disclosed. Additionally disclosed are peptide-I/O complexes that can cross the blood-brain barrier. Pharmaceutical compositions and uses for peptide-I/O complexes comprising such peptides are also disclosed. Such compositions can be formulated for targeted delivery of an immuno-oncology agent (“I/O”) to the tumor microenvironment. Targeted compositions of the disclosure can deliver peptide-I/O complexes to target regions, tissues, structures or cells targeted by the peptide.