Lung cancer is the leading cause of cancer mortality worldwide. Immunotherapy has demonstrated clinically significant benefit for non-small-cell lung cancer, but innate (primary) or acquired resistance remains a challenge. Criteria for a uniform clinical definition of acquired resistance have been recently proposed in order to harmonize the design of future clinical trials. Several mechanisms of resistance are now well-described, including the lack of tumor antigens, defective antigen presentation, modulation of critical cellular pathways, epigenetic changes, and changes in the tumor microenvironment. Host-related factors, such as the microbiome and the state of immunity, have also been examined. New compounds and treatment strategies are being developed to target these mechanisms with the goal of maximizing the benefit derived from immunotherapy. Here we review the definitions of resistance to immunotherapy, examine its underlying mechanisms and potential corresponding treatment strategies. We focus on recently published clinical trials and trials that are expected to deliver results soon. Finally, we gather insights from recent preclinical discoveries that may translate to clinical application in the future.