There are a lot of known cytokines that have both stimulating and suppressing action on lymphocyte cells and immune response.
Cytokines act by binding to their cell-specific cytokine receptor. This receptor is located in the cell membrane and allows a signal cascade to start in the cell, that eventually will lead to biochemical and phenotypical changes in the target cell.
See also: Chemokines, Interleukines, Interferon