Lung cancer is among the most prevalent and deadly cancers. Although the development of targeted drugs, erlotinib and crizotinib, has improved lung cancer management, survival rates of lung cancer patients have not shown significant improvement over the past decade. Better therapeutic options are required to treat lung cancer patients. Immunotherapy is a maturing and rapidly growing field, which has recently contributed many novel strategies for addressing cancer treatment. Here, we discuss the current state of cancer vaccines, immune checkpoint blockers, and adoptive cellular therapies, as novel clinical treatment strategies for non-small cell lung cancer. The durability of clinical activity in a subset of patients has led to a great deal of excitement and optimism.