Lung carcinoma is the leading cause of death by cancer worldwide. When possible, surgery is the best treatment strategy for patients with non–small-cell lung cancer. However, even with curative-intent therapy, most patients will develop local or systemic recurrence and, ultimately, succumb to their disease. In recent years, evidence on the role of the antitumor activity of the immune system and the understanding of tumor immunosurveillance have resulted in the emergence of immunotherapy as a promising therapeutic approach in lung cancer. The main approaches are immune checkpoint inhibition, such as blockade of the cytotoxic T-lymphocyte antigen-4 and programmed cell death-1 receptors and the programmed cell death-1 ligand, and vaccine therapy, which elicits specific antitumor immunity against relevant tumor-associated antigens. We have reviewed recently reported results from clinical trials and the possible future role of vaccine therapy and immune checkpoint inhibition in the treatment of small cell lung cancer and non–small-cell lung cancer.