One of the roles of heat shock proteins such as Hsp70 is to carry other proteins around a cell - for example, when they are damaged or misplaced and need to be broken down in a lysosome. This paper shows that if you hook out heat shock proteins from cancer cells, they come attached to all sorts of biochemicals that can be used to train the immune system to kill those cancer cells: "In the present investigation, we have demonstrated that immunization with tumor cell derived Hsp70 lead to an effective survival advantage in mice with minimal residual tumor cells from which Hsp70 is derived, by involvement of immune cell types in the rejection of tumors ... It has been observed that autologous Hsp70 induces specific anti-tumor immunity and effectively eradicates tumors in the host mice, thereby enhancing survival of tumor-bearing host. ... Furthermore, Hsp70 immunized mice did not show any systemic disorder. Therefore, it could be assumed as safe and might be clinically useful for vaccination against malignant human tumors."

Link: http://www.ncbi.nlm.nih.gov/pubmed/19309230