I can't refer you to any research studies. I know that typically, most books on any of the modalities list cancer as a contraindication, some as a precaution, for the fear of metastases caused by using the modality. One obvious difficulty in doing the research is how ethically you can use human subjects to test something that may cause their cancer to get worse (and yes, while not a PETA member, I am opposed to the torture of animals in the name of science).
Where I work, we generally shy away from modalities if there is any active cancer present (did you know that technically massage is also contraindicated?), even if the treatment site is distal from the known cancer site. And many of the therapists I know are also cautious about certain modalities even with a past history of cancer.
I do remember several years ago reading an article (online or in a journal, I don't remember) in which a nursing supervisor was discussing the use of modalities by physical therapists to reduce pain in a hospital or ward that specialized in oncology. I remember being surprised, even shocked, that those PTs felt comfortable going against what was in every one of my manuals -- like any health care professional, we are constantly aware of the issue of liability should things not go as planned. I don't remember where this hospital was, possibly in either California or Canada.
I'd be interested as well to see any research about the subject.