Lung cancer is the leading cause of cancer-related deaths worldwide. Although treatment methods in surgery, irradiation, and chemotherapy have improved, prognosis remains unsatisfactory and developing new therapeutic strategies is still an urgent demand. Immunotherapy is a novel therapeutic approach wherein activated immune cells can specifically kill tumor cells by recognition of tumor-associated antigens without damage to normal cells. Several lung cancer vaccines have demonstrated prolonged survival time in phase II and phase III trials, and several clinical trials are under investigation. However, many clinical trials involving cancer vaccination with defined tumor antigens work in only a small number of patients. Cancer immunotherapy is not completely effective in eradicating tumor cells because tumor cells escape from host immune scrutiny. Understanding of the mechanism of immune evasion regulated by tumor cells is required for the development of more effective immunotherapeutic approaches against lung cancer. This paper discusses the identification of tumor antigens in lung cancer, tumor immune escape mechanisms, and clinical vaccine trials in lung cancer.