The treatment paradigm for patients with advanced non-small cell lung cancer has substantially changed with the discovery of immunotherapy. The incorporation of immunotherapy into treatment algorithms has resulted in better outcomes for patients, with fewer side effects compared with classic chemotherapeutic agents. Multiple treatment options are now available for patients with advanced non-small cell lung cancer, ranging from single-agent immunotherapy to quadruple therapy, which involves dual immune checkpoint inhibitor plus chemotherapy or immune checkpoint inhibitor plus chemotherapy plus anti-vascular endothelial growth factor drugs. This article will review landmark studies that have led to U.S. Food and Drug Administration approval of immunotherapy agents alone or in combination with chemotherapy or other immunotherapy drugs to treat advanced non-small cell lung cancer.