Modulation of a patient’s immune system so that it acts against lung cancer cells has not been successful in the past decades. Advances in our understanding of the immune response to tumors resulted in the development of different kinds of novel immunotherapeutic agents. This has resulted in the development of two major approaches. First, antigen-specific immunotherapy or cancer vaccination, with the MAGE-A3 vaccine in resected early-stage non-small-cell lung cancer (NSCLC), the L-BLP25 vaccine in locally advanced NSCLC after chemoradiotherapy and belagenpumatucel-L and the TG4010 vaccine in advanced-stage NSCLC. Second, non-antigen-specific immunotherapy or cancer immunomodulation is reviewed, including how monoclonal antibodies modulate the interaction between antigen-presenting cells, T-lymphocytes and tumor cells (e.g., antibodies against CTLA-4, or against PD-1 receptor or its ligands). Recent Phase II trials with these treatments have shown promising results of efficacy and tolerability, which has led to testing in several large Phase III trials. Some of these are fully recruited, while others are still ongoing, and important results are be expected in the near future.