The recent success of immune checkpoint inhibitors for the treatment of multiple different cancers has markedly increased interest in their investigation as combination regimens, often in conjunction with established systemic and local therapies. Although the combination of immuno-oncology (IO) agents with molecularly targeted agents or radiotherapy offers the potential for synergistic antitumor immune responses, a valid concern is the increased risk of immune-mediated toxic effects. Furthermore, a critical quandary of immunotherapy treatment is that the treatment of immune-related toxic effects centers around steroid use, which may curtail a budding immune response.