"Drugs " and "Immune response " are a little too vague to give a comprehensive response. The immune system is passive and active .....so do you mean a change in the status quo homeostasis?

Any molecule could be described as a drug if it changes the function of cells, organs...,etc

Allergies are a immune response but some might say our resident bacteria throughout our bodies is a continuous response against hostile organisms.

Antivenom created to protect us from venom is sometimes toxic if it has no venom to counteract.