Tumor markers are critical for early cancer diagnosis and directly influence treatment outcomes and patient survival. Although enzyme-linked immunosorbent assay (ELISA) and radioimmunoassay (RIA) show satisfactory selectivity in clinical applications, their limited sensitivity for low-abundance biomarkers, relatively long assay time, and reproducibility issues have promoted the development of advanced immunosensing platforms. Recent progress in nanomaterial synthesis has improved immunosensor performance by enhancing antibody immobilization, electron transfer, catalytic activity, signal amplification, photoelectric conversion, and luminescence efficiency. This review summarizes nanomaterial-enhanced immunosensors for clinically relevant tumor biomarkers, including carcinoembryonic antigen (CEA), prostate-specific antigen (PSA), cancer antigen 153 (CA153), alpha-fetoprotein (AFP), cancer antigen 125 (CA125), cancer antigen 199 (CA199), and human epidermal growth factor receptor 2 (HER2). To reduce repetition and emphasize analytical performance rather than nominal material categories, this review adopts a platform-centered and mechanism-oriented framework. Electrochemical, photoelectrochemical, electrochemiluminescent, and chemiluminescent immunosensors are compared as major signal transduction platforms, with representative nanomaterials discussed according to their roles in antibody immobilization, electron-transfer acceleration, catalytic amplification, charge separation, luminescence regulation, magnetic enrichment, and interface stabilization. In addition, cross-platform comparisons of sensitivity, detection limit, specificity, recovery, assay time, storage stability, cost, scalability, and clinical applicability are provided to clarify the translational value of different sensing strategies. This comparative analysis highlights that clinical applicability is primarily determined by integrated platform performance, including sensitivity, stability, manufacturability, and compatibility with point-of-care testing, rather than by the use of a specific nanomaterial alone.