Developing effective immunotherapy for lung cancer is a daunting but hugely attractive challenge. Until recently, non-small-cell lung cancer (NSCLC) was thought of as a nonimmunogenic tumor, but there is now evidence highlighting the integral role played by both inflammatory and immunologic responses in lung carcinogenesis. Despite recent encouraging preclinical and phase I/II data, there are a paucity of phase III trials showing a clear clinical benefit for vaccines in lung cancer. There are many difficulties to overcome before the development of a successful therapy. Perhaps a measurable immune response may not translate into a clinically meaningful or radiologic response. Patient selection may also be a problem for ongoing clinical studies. The majority of trials for lung cancer vaccines are focused on patients with an advanced stage of the disease; however, the ideal candidates may be patients with a lower tumor burden and stage I or II disease. Selecting the exact antigens to target is also difficult. It will likely require multiple epitopes of a diverse set of genes restricted to multiple haplotypes to generate a truly effective vaccine that is able to overcome the various immunologic escape mechanisms that tumors use. This review discusses the most promising active immunotherapy using protein/peptide vaccines, whole cell vaccines, and dendritic cell vaccines and examines current phase I and II clinical trial data on some novel nonspecific immunomodulating agents.