Lung cancer is the leading cause of cancer related deaths worldwide. Since the advent of immunotherapy, survival has significantly improved. Though encouraging treatment results, initially only some patients used to benefit significantly and specifically from immunotherapy administered alone. Recently, different combinations of immunotherapy treatments with cytotoxic chemotherapy and anti-angiogenic treatments were tested in order to improve the results. Six immunotherapy treatment strategies are currently approved in Switzerland for the treatment of advanced lung cancer, either in first or later line of treatment, alone or in combination with other cytotoxic treatments. In this paper we will review the results of the latest clinical trials testing immunotherapy that led to change of the standard of care for non-small cell lung cancer, and will mention the latest perspectives of the treatment for locally advanced cancers and for small cell lung cancer.