Lung cancer is the leading cause of cancer-related mortality worldwide, and more than 80% of cases are of non-small cell lung cancer. Although chemotherapy and molecularly targeted therapy may provide some benefit, there is a need for newer therapies for the treatment of patients with advanced NSCLC. Immunotherapy aims to augment the recognition of cancer as foreign, to stimulate immune responsiveness, and to relieve the inhibition of the immune response that allows tolerance to tumor survival and growth. Two immunotherapeutic approaches showing promise in NSCLC are immune checkpoint inhibition and cancer vaccination. Although currently immunotherapy does not have an established role in the treatment of NSCLC, these patients should be enrolled in formal clinical trials.