Photothermal therapy (PTT) utilizes near-infrared (NIR)-responsive nanoparticles to induce controlled hyperthermia for tumor ablation and modulation of cellular and microenvironmental processes. Advances in nanomaterial engineering have enabled the integration of PTT with gene therapy, immunotherapy, and chemotherapy, wherein photothermal heating enhances membrane perturbation, accelerates endosomal escape, and initiates thermally triggered release of therapeutic payloads. This review summarizes the photothermal mechanisms of metallic, polymeric, hybrid, and semiconducting nanomaterials and examines how these platforms improve nucleic acid transport, immune activation, and chemotherapeutic performance. In addition, key translational challenges, including NIR penetration limits and thermotolerance, are briefly highlighted. By consolidating mechanistic insights and material-specific strategies, this review outlines current progress and future requirements for advancing clinically translatable PTT-based combination therapies.