Nanoparticulate compositions are disclosed. The nanoparticulate compositions typically include at least one, preferably two or more, active agent(s), one of which is an immunomodulatory compound, loaded into, attached to the surface of and/or enclosed within a delivery vehicle. The delivery vehicles can be nanolipogels including a polymeric core and a lipid shell or a biodegradable polymeric nanoparticle such as a PLGA nanoparticle. Typically, at least one of the active agents is an immunomodulator that increases an immune stimulatory response or decreases an immune suppressive response. In some embodiments, the particle includes both an immunomodulator that increases an immune stimulatory response and an immunomodulator that decreases an immune suppressive response. The particles can be decorated with a targeting moiety that improves delivery to a target cell. Methods of using the compositions to enhance an immune response and treat diseases such as cancer are also disclosed.