Autophagy is the process by which cellular material is delivered to lysosomes for degradation and recycling. There are three different types of autophagy, but macroautophagy, which involves the formation of double membrane vesicles that engulf proteins and organelles that fuse with lysosomes, is by far the most studied and is thought to have important context-dependent roles in cancer development, progression, and treatment. The roles of autophagy in cancer treatment are complicated by two important discoveries over the past few years. First, most (perhaps all) anticancer drugs, as well as ionizing radiation, affect autophagy. In most, but not all cases, these treatments increase autophagy in tumor cells. Second, autophagy affects the ability of tumor cells to die after drug treatment, but the effect of autophagy may be to promote or inhibit cell death, depending on context. Here we discuss recent research related to autophagy and cancer therapy with a focus on how these processes may be manipulated to improve cancer therapy.