Regulated cell death (RCD) pathways play significant roles in tumorigenesis. However, systematic investigation into correlations between RCD and various molecular and clinical features, particularly anti-tumor immunity and immunotherapy response in pan-cancer remains lacking. Using the single-sample gene set enrichment analysis, we quantified the activities of six RCD pathways (apoptosis, autophagy, ferroptosis, cuproptosis, necroptosis, and pyroptosis) in each cancer specimen. Then, we explored associations of these six RCD pathways with tumor immunity, genomic instability, tumor phenotypes and clinical features, and responses to immunotherapy and targeted therapies in pan-cancer by statistical analyses. Our results showed that the RCD (except autophagy) activities were oncogenic signatures, as evidenced by their hyperactivation in late stage or metastatic cancer patients, positive correlations with tumor proliferation, stemness, genomic instability and intratumor heterogeneity, and correlation with worse survival outcomes in cancer. In contrast, autophagy was a tumor suppressive signature as its associations with molecular and clinical features in cancer shows an opposite pattern compared to the other RCD pathways. Furthermore, heightened RCD (except cuproptosis) activities were correlated with increased sensitivity to immune checkpoint inhibitors. Additionally, elevated activities of pyroptosis, autophagy, cuproptosis and necroptosis were associated with increased drug sensitivity in a broad spectrum of anti-tumor targeted therapies, while the elevated activity of ferroptosis was correlated with decreased sensitivity to numerous targeted therapies. RCD (except autophagy) activities correlate with unfavorable cancer prognosis, while the autophagy activity correlate with favorable clinical outcomes. RCD (except cuproptosis) activities are positive biomarkers for anti-tumor immunity and immunotherapy response.