Current chemotherapy regimens have unsatisfactory results in most advanced solid tumors. It is therefore imperative to devise novel therapeutic strategies and to optimize selection of patients, identifying early those who could benefit from available treatments. Mouse models are the most valuable tool for preclinical evaluation of novel therapeutic strategies in cancer and, among them, patient-derived xenografts models (PDX) have made a recent comeback in popularity. These models, obtained by direct implants of tissue fragments in immunocompromised mice, have great potential in drug development studies because they faithfully reproduce the patient's original tumor for both immunohistochemical markers and genetic alterations as well as in terms of response to common therapeutics They also maintain the original tumor heterogeneity, allowing studies of specific cellular subpopulations, including their modulation after drug treatment. Moreover PDXs maintain at least some aspects of the human microenvironment for weeks with the complete substitution with murine stroma occurring only after 2-3 passages in mouse and represent therefore a promising model for studies of tumor-microenvironment interaction. This review summarizes our present knowledge on mouse preclinical cancer models, with a particular attention on patient-derived xenografts of non small cell lung cancer and their relevance for preclinical and biological studies.