Subunit vaccines have been investigated in over 1000 clinical trials of cancer immunotherapy, but have shown limited efficacy. Nanovaccines may improve efficacy but have rarely been clinically translated. By conjugating molecular vaccines with Evans blue (EB) into albumin-binding vaccines (AlbiVax), here we develop clinically promising albumin/AlbiVax nanocomplexes that self-assemble in vivo from AlbiVax and endogenous albumin for efficient vaccine delivery and potent cancer immunotherapy. PET pharmacoimaging, super-resolution microscopies, and flow cytometry reveal almost 100-fold more efficient co-delivery of CpG and antigens (Ags) to lymph nodes (LNs) by albumin/AlbiVax than benchmark incomplete Freund's adjuvant (IFA). Albumin/AlbiVax elicits ~10 times more frequent peripheral antigen-specific CD8+ cytotoxic T lymphocytes with immune memory than IFA-emulsifying vaccines. Albumin/AlbiVax specifically inhibits progression of established primary or metastatic EG7.OVA, B16F10, and MC38 tumors; combination with anti-PD-1 and/or Abraxane further potentiates immunotherapy and eradicates most MC38 tumors. Albumin/AlbiVax nanocomplexes are thus a robust platform for combination cancer immunotherapy.