Autophagy describes catabolic pathways that deliver cytoplasmic constituents for lysosomal degradation. Since major histocompatibility complex (MHC) molecules sample protein degradation products and present them to T cells for adaptive immunity, it is maybe not too surprising that autophagy contributes to this protein antigen processing for MHC presentation. However, the recently recognized breath of pathways, by which autophagy contributes to MHC antigen processing, is exciting. Macroautophagy does not only seem to deliver intracellular but facilitates also extracellular antigen processing by lysosomal hydrolysis for MHC class II presentation. Moreover, even MHC class I molecules that usually display proteasomal products are regulated by macroautophagy, probably using a pool of these molecules outside the endoplasmic reticulum, where MHC class I molecules are loaded with peptide during canonical MHC class I antigen processing. This review aims to summarize these recent developments and point out gaps of knowledge, which should be filled by further investigation, in order to harness the different antigen-processing pathways via autophagy for vaccine improvement.