Evading immune destruction is a hallmark of cancer. The first therapeutic wave in immunotherapies comprised a series of monoclonal antibodies directed against the immune checkpoint molecules cytotoxic T-lymphocyte-associated protein 4, programmed death 1 (PD-1), and programmed death ligand-1 (PD-L1) revolutionizing the therapeutic landscape of advanced non-small cell lung cancer. They were validated initially as second-line treatment, becoming the new standard of care. Based on immunotherapies efficacy, different strategies are being successfully investigated in first-line treatment, including frontline immune checkpoint inhibitors, and combination with chemotherapy or with other immune checkpoint inhibitors. In accordance with recent results, US Food and Drug Administration approved a checkpoint inhibitor for first-line treatment of metastatic non-small cell lung cancer whose tumors have high PD-L1 expression, and European Medicines Agency approval is expected in early 2017. In this review, we summarize the main results of the various strategic clinical development approaches used to date, as well as in ongoing clinical trials.