This review describes and explains a specific immunotherapy strategy that has been developed at the Immunological and Oncological Center Cologne in Germany. The strategy is based on many years of basic and translational research. It is a highly individualized approach to activate and target the patient’s immune system against the patient’s own tumor. In a first step, the patient’s immune system is conditioned by pretreatment with oncolytic virus in combination with hyperthermia. The second step consists of active-specific autologous anti-tumor vaccination. The vaccine, VOL-DC, consists of autologous Dendritic Cells (DCs) which are loaded with Viral Oncolysate (VOL) from the patient’s tumor cells. VOL transfers to the DCs information about tumor-associated antigens from the patient’s tumor and Pathogen-Associated Molecular Patterns (PAMPs, danger signals) from the virus. The product VOL-DC, which involves Newcastle Disease Virus, has been approved in Germany as an Advanced Therapeutic Medicinal Product for individual treatment by the institution which received this permit. This review includes promising results from case-series studies of glioblastoma patients. It also discusses future strategies for treatment of late-stage disease including combination of this immunotherapy with immune checkpoint blocking antibodies and/or with costimulatory bispecific antibodies.