Lung cancer is one of the leading causes of death in the world. It is part of small cell lung cancer and non-small cell lung cancer. Except for histological characteristics, these two types are also divided by characteristic molecular markers, the most common being EGFR. The immune system plays an important role in the antibody response but can also be responsible for the growth and proliferation of lung cancer. Control points receptors are cytotoxic T-lymphocyte antigen 4 (CTLA-4) and programmed death-1 (PD-1) receptor suppressing T cell activation, proliferation, and function, thereby enhancing tumor proliferation. Immunotherapy targets the immune system cells in order to enhance the anti-tumor response. Immunotherapy using immune checkpoint inhibitors, such as ipilimumab and nivolumab, has been shown to be successful in comparison with immunotherapy using a vaccine. Unlike classic treatment methods, such as chemotherapy, immunotherapy attacks target cells without damaging healthy cells. Combined therapy includes immunotherapy together with chemotherapy, targeting agents and other immune control flow inhibitors. Such an approach has an increased anticancer response through synergistic drug effects as well as the use of cryo-immunotherapy. Deeper characterization of interactions between immune and tumor cells is required, as well as the determination of reliable predictive biomarkers and a complete understanding of the mechanisms involved in the development of acquired resistance with the aim of improving the selection of appropriate patients and overall therapeutic efficacy.