Systemic therapy is an essential part of treatment for all patients with small-cell lung cancer (sclc) and for most patients with non-small-cell lung cancer (nsclc). Standards of care have evolved dramatically since 2009, especially in the setting of incurable or advanced nsclc. Part of that evolution has been the incorporation of immuno-oncology drugs, especially immune checkpoint inhibitors (icis) into multiple therapeutic scenarios. In the present review, we discuss the role of the immune system in lung cancer and the previous failures of immunotherapy for patients with lung cancer. We then provide an overview of the existing evidence for the use of icis in patients with advanced nsclc that is either treatment-naïve or pretreated, for consolidative treatment after chemoradiotherapy in stage iii nsclc, and for palliative therapy in patients with sclc. Finally, we discuss duration of treatment, special populations, and the future of immuno-oncology for patients with lung cancer. Overall, we provide an evidence-based snapshot of immuno-oncology agents in the treatment of lung cancer up to early 2019.