Abstract: Immunotherapy has changed the treatment landscape of advanced non-small cell lung cancer (NSCLC), showing great potential in the treatment of untreated and relapsed or refractory (R/R) patients. However, numerous issues that need further exploration remain with the wide application of immunotherapy. They include the exploration of biomarkers for efficacy prediction, the optimization of immunotherapy modalities, immune-related adverse effects, and the management of special populations. This review summarizes the progress of the research on immunotherapy for advanced NSCLC and discusses its challenges and future directions.