Lung cancer is one of the deadliest cancers but also benefits from the greatest therapeutic advances. The advent of targeted therapies has revolutionized the management of non-small lung cancer (NSCLC) using molecular alterations but only concerns a limited number of patients. Antitumor immunotherapy, initially mainly an antigen-dependent approach with therapeutic vaccines, has been disappointing to treat lung cancer until recently. However, there are now positive results from clinical trials evaluating immune checkpoint inhibitors. This review summarizes the rational for exploiting each step of the antitumor immune cycle to treat lung cancer and summarizes the results from the main clinical trials. We report on the main strategies of enhancing antigen presentation, priming, and T cell activation, with a special focus on drugs that target the PD1/PD-L1 axis. This last option shows the best results and has undoubtedly become a new standard of care to treat lung cancer.