Immune checkpoint inhibitors (ICIs) have revolutionized the management of non-oncogene addicted non-small-cell lung cancer (NSCLC). Blocking the anti-PD-1 axis represents the current standard of care in the first-line setting, with drugs administered either as monotherapy or in combination with chemotherapy. Despite notable successes achieved with ICIs, most of their long-term benefits are restricted to approximately 20% of patients. Consequently, the post-failure treatment landscape after failure to first-line treatment remains a complex challenge. Currently, docetaxel remains the preferred option, although its benefits remain modest as most patients do not respond or progress promptly. In recent times, novel agents and treatment combinations have emerged, offering fresh opportunities to improve patient outcomes. ICIs combined either with antiangiogenic or other novel immunotherapeutic compounds have shown promising preliminary activity. However, more mature data concerning specific combinations do not support their benefit over standard of care. In addition, antibody–drug conjugates seem to be the most promising alternative among all available compounds according to already-published phase I/II data that will be confirmed in soon-to-be-published phase III trial data. In this report, we provide a comprehensive overview of the current second-line treatment options and discuss future therapeutic perspectives.