Small cell lung cancer (SCLC) is a devastating disease that has a case fatality rate of more than 90% despite best available treatments. As a result, patients with SCLC are in critical need of improved therapeutic approaches. Immunotherapies, in particular immune checkpoint inhibitors (ICIs), have transformed the treatment of many cancers and are of great interest in SCLC. In recent years, the addition of anti-programmed death ligand 1 (PD-L1) inhibitors to frontline platinum-based chemotherapy in extensive-stage SCLC has improved survival, and combination chemoimmunotherapy is now approved as the standard of care. ICIs are also under investigation in other settings, including as consolidation therapy in limited-stage SCLC following chemoradiation and in combination with chemoradiation. PD-L1 expression and tumor mutational burden are not reliably associated with ICI benefit in SCLC, and predictive biomarkers of ICI response in SCLC are actively sought. Novel immunotherapeutic approaches are under investigation in SCLC. Rational targets and combinations, which stem from investigations of SCLC biology and the immune tumor microenvironment, include combinations with inhibitors of TIGIT or LAG3; targeting alternative signaling pathways, such as DNA damage repair; and co-targeting SCLC-specific tumor antigens, such as fucosyl-GM1 and DLL3. This review summarizes approaches to immunotherapy in SCLC, including current evidence and approvals, as well as key questions and future directions.