In addition to malignant neoplastic cells, cancer tissues also include immune cells, fibroblasts, and endothelial cells, including an abundant collection of growth factors, proangiogenic mediators, cytokines, chemokines, and components of the extracellular matrix. The main physiological function of the immune cells is to monitor tissue homeostasis, to protect against invading pathogens, and to eliminate transformed or damaged cells. Between immune cells and malignant cells in the tumor stroma, there is in fact a complex interaction which has significant prognostic relevance as the immune system has both tumor-promoting and -inhibiting roles. In non-small cell lung cancer (NSCLC), there is a marked infiltration of different types of immune cells, and the distribution, tissue localization, and cell types are significantly associated with progression and survival. Cancer immunotherapy has seen a significant progress during the last decade. An increased understanding of the mechanisms by which lung cancer cells escape the immune system, and the recognition of the key tumor antigens and immune system components in tumor ignorance have led to the development of several lung cancer vaccines. As the NSCLC prognosis in general is dismal, one may hope that future immunotherapy may be an effective adjunct to standard therapy, reversing immunologic tolerance in the tumor microenvironment. This review reports on the tumor stroma and in particular tumor-suppressing and -promoting roles of the immune system. Furthermore, it presents recent literature on relevant immune cell-related research in NSCLC.