Cancer is the second worldwide cause of death, exceeded only by cardiovascular diseases. It is characterized by uncontrolled cell proliferation and an absence of cell death that, except for hematological cancers, generates an abnormal cell mass or tumor. This primary tumor grows thanks to new vascularization and, in time, acquires metastatic potential and spreads to other body sites, which causes metastasis and finally death. Cancer is caused by damage or mutations in the genetic material of the cells due to environmental or inherited factors. While surgery and radiotherapy are the primary treatment used for local and non-metastatic cancers, anti-cancer drugs (chemotherapy, hormone and biological therapies) are the choice currently used in metastatic cancers. Chemotherapy is based on the inhibition of the division of rapidly growing cells, which is a characteristic of the cancerous cells, but unfortunately, it also affects normal cells with fast proliferation rates, such as the hair follicles, bone marrow and gastrointestinal tract cells, generating the characteristic side effects of chemotherapy. The indiscriminate destruction of normal cells, the toxicity of conventional chemotherapeutic drugs, as well as the development of multidrug resistance, support the need to find new effective targeted treatments based on the changes in the molecular biology of the tumor cells. These novel targeted therapies, of increasing interest as evidenced by FDA-approved targeted cancer drugs in recent years, block biologic transduction pathways and/or specific cancer proteins to induce the death of cancer cells by means of apoptosis and stimulation of the immune system, or specifically deliver chemotherapeutic agents to cancer cells, minimizing the undesirable side effects. Although targeted therapies can be achieved directly by altering specific cell signaling by means of monoclonal antibodies or small molecules inhibitors, this review focuses on indirect targeted approaches that mainly deliver chemotherapeutic agents to molecular targets overexpressed on the surface of tumor cells. In particular, we offer a detailed description of different cytotoxic drug carriers, such as liposomes, carbon nanotubes, dendrimers, polymeric micelles, polymeric conjugates and polymeric nanoparticles, in passive and active targeted cancer therapy, by enhancing the permeability and retention or by the functionalization of the surface of the carriers, respectively, emphasizing those that have received FDA approval or are part of the most important clinical studies up to date. These drug carriers not only transport the chemotherapeutic agents to tumors, avoiding normal tissues and reducing toxicity in the rest of the body, but also protect cytotoxic drugs from degradation, increase the half-life, payload and solubility of cytotoxic agents and reduce renal clearance. Despite the many advantages of all the anticancer drug carriers analyzed, only a few of them have reached the FDA approval, in particular, two polymer-protein conjugates, five liposomal formulations and one polymeric nanoparticle are available in the market, in contrast to the sixteen FDA approval of monoclonal antibodies. However, there are numerous clinical trials in progress of polymer-protein and polymer-drug conjugates, liposomal formulations, including immunoliposomes, polymeric micelles and polymeric nanoparticles. Regarding carbon nanotubes or dendrimers, there are no FDA approvals or clinical trials in process up to date due to their unresolved toxicity. Moreover, we analyze in detail the more promising and advanced preclinical studies of the particular case of polymeric nanoparticles as carriers of different cytotoxic agents to active and passive tumor targeting published in the last 5 years, since they have a huge potential in cancer therapy, being one of the most widely studied nano-platforms in this field in the last years. The interest that these formulations have recently achieved is stressed by the fact that 90% of the papers based on cancer therapeutics with polymeric nanoparticles have been published in the last 6 years (PubMed search).