The standard of care for patients with stage III non-small-cell lung cancer (NSCLC) is concurrent chemoradiotherapy (CCRT) followed by 1 year of adjuvant durvalumab. Despite the survival benefit granted by immunotherapy in this setting, only 1/3 of patients are alive and disease free at 5 years. Novel treatment strategies are under development to improve patient outcomes in this setting: different anti-programmed cell death protein 1/programmed death-ligand 1 [anti-PD-(L)1] antibodies after CCRT, consolidation immunotherapy after sequential chemoradiotherapy, induction immunotherapy before CCRT and immunotherapy concurrent with CCRT and/or sequential chemoradiotherapy. Cross-trial comparison is particularly challenging in this setting due to the different timing of immunotherapy delivery and different patients' inclusion and exclusion criteria. In this review, we present the results of clinical trials investigating immune therapy in unresectable stage III NSCLC and discuss in-depth their biological rationale, their pitfalls and potential benefits. Particular emphasis is placed on the potential mechanisms of synergism between chemotherapy, radiation therapy and different monoclonal antibodies, and how this affects the tumor immune microenvironment. The designs and questions tackled by ongoing clinical trials are also discussed. Last, we address open questions and unmet clinical needs, such as the necessity for predictive biomarkers (e.g. radiomics and circulating tumor DNA). Identifying distinct subsets of patients to tailor anticancer treatment is a priority, especially in a heterogeneous disease such as stage III NSCLC.