The introduction of immunotherapy has brought about a paradigm shift in the management of advanced non-small cell lung cancer (NSCLC). It has not only significantly improved the prognosis of patients but has also become a cornerstone of treatment, particularly in those without oncogenic driver mutations. Immune checkpoint inhibitors (ICIs) play a crucial role in the treatment of lung cancer and can be classified into two main groups: Anti-cytotoxic T lymphocyte antigen-4 (Anti-CTLA-4) and anti-T-cell receptor programmed cell death-1 or its ligand (Anti-PD-1 and Anti-PD-L1). Certainly, the landscape of approved first line immunotherapeutic approaches has expanded to encompass monotherapy, immunotherapy-exclusive protocols, and combinations with chemotherapy. The complexity of decision-making in this realm arises due to the absence of direct prospective comparisons. However, a thorough analysis of the long-term efficacy and safety data derived from pivotal clinical trials can offer valuable insights into optimizing treatment for different patient subsets. Moreover, ongoing research is investigating emerging biomarkers and innovative therapeutic strategies that could potentially refine the current treatment approach even further. In this comprehensive review, our aim is to highlight the latest advances in immunotherapy for advanced NSCLC, including the mechanisms of action, efficacy, safety profiles, and clinical significance of ICI.