Immunotherapy has significantly altered the treatment landscape for many cancers, including non-small cell lung cancer (NSCLC). Currently approved immuno-oncology agents for lung cancer are aimed at the reversal of immune checkpoints, programmed death protein-1 (PD-1) and programmed death ligand-1 (PD-L1). Although responses to checkpoint inhibitors are encouraging, and in some cases durable, these successes are not universal among all treated patients. In order to optimize our treatment approach utilizing immunotherapy, we must better understand the interaction between cancer and the immune system and evasion mechanisms. In this review, we will provide an overview of the immune system and cancer, and review novel therapies that promote tumor antigen release for immune system detection, activate the effector T-cell response, and reverse inhibitory antitumor signals.