Immunotherapy has revolutionised anti-cancer treatment in solid organ malignancies. Specifically, the discovery of CTLA-4 followed by PD-1 in the early 2000s led to the practice-changing clinical development of immune checkpoint inhibitors (ICI). Patients with lung cancer, including both small cell (SCLC) and non-small cell lung cancer (NSCLC), benefit from the most commonly used form of immunotherapy in immune checkpoint inhibitors (ICI), resulting in increased survival and quality of life. In NSCLC, the benefit of ICIs has now extended from advanced NSCLC to earlier stages of disease, resulting in durable benefits and the even the emergence of the word ‘cure’ in long term responders. However, not all patients respond to immunotherapy, and few patients achieve long-term survival. Patients may also develop immune-related toxicity, a small percentage of which is associated with significant mortality and morbidity. This review article highlights the various types of immunotherapeutic strategies, their modes of action, and the practice-changing clinical trials that have led to the widespread use of immunotherapy, with a focus on ICIs in NSCLC and the current challenges associated with advancing the field of immunotherapy.