Advanced-stage non-small cell lung cancer (NSCLC) and small cell lung cancer are cancers in which chemotherapy produces a survival benefit, although it is small. We now know that anti-PD-1/PD-L1 has substantial clinical activity in both of these diseases, with an overall response rate (ORR) of 15%-20%. These responses are frequently rapid and durable, increase median overall survival (OS) compared with chemotherapy, and produce long-term survivors. Despite these very significant results, many patients do not benefit from anti-PD-1/PD-L1. This is because of the potential for malignancies to co-opt myriad immunosuppressive mechanisms other than aberrant expression of PD-L1. Conceptually, these can be divided into three categories. First, for some patients there is likely a failure to generate sufficient functional tumor antigen-specific T cells. Second, for others, tumor antigen-specific T cells may be generated but fail to enter into the tumor parenchyma. Finally, there are a large number of immunosuppressive mechanisms that have the potential to be operational within the tumor microenvironment: surface membrane immune checkpoint proteins PD-1, CTLA-4, LAG3, TIM3, BTLA, and adenosine A2AR; soluble factors and metabolic alterations interleukin (IL)-10, transforming growth factor (TGF)-β, adenosine, IDO, and arginase; and inhibitory cells, cancer-associated fibroblasts (CAFs), regulatory T cells, myeloid-derived suppressor cells (MDSCs), and tumor-associated macrophages. In this article, we discuss three strategies to generate more tumor-reactive T cells for patients: anti-CTLA-4, therapeutic tumor vaccination, and adoptive cellular therapy, with T cells redirected to tumor antigens using T-cell receptor (TCR) or chimeric antigen receptor (CAR) gene modification. We also review some of the various strategies in development to thwart tumor microenvironment immunosuppressive mechanisms. Strategies to drive more T cells into tumors remain a significant challenge.