This kind of therapy dates back to the late 1800's when William Coley began experimenting with injecting "toxins" - thus "Coley's Toxins" - directly into tumors. [1] At first, the story goes, he did not know about attenuating (killing) the toxins, so, while he got the response he wanted on the tumor - the immune system got really riled up and took it out - he also lost the patient to the disease he injected. Over time, they learned how to attenuate the toxin.

[1] https://www.ncbi.nlm.nih.gov/pmc/articles/PMC1888599/