Intratumoral delivery of drugs, enabling increased local concentrations in the tumor microenvironment, might be superior to systemic administration in promoting antitumor activity and minimizing the systemic side effects of some drugs. Unfortunately, not all human cancers are amenable to drug injection into the tumor site. Lung cancers are candidate tumors for taking advantage of local delivery, being accessible via the endobronchial space by aerosol administration. Inhalation of aerosolized drugs is a promising option in the management of lung diseases and currently represents the standard treatment for asthma and chronic obstructive pulmonary disease. Besides a high local concentration, the advantages of aerosol administration of medications to the lung include reduced distribution to the systemic circulation and pain- and needle-free delivery. Several therapeutic agents have been explored for inhalation in lung malignancies, including chemotherapeutic agents, cytokines, Toll-like receptor agonists, monoclonal antibodies, genes and antisense oligonucleotides, demonstrating the feasibility of aerosol delivery, the potential antitumor effects and the reduced side effects compared with systemic treatment. In this review we summarize preclinical and clinical data regarding aerosol delivery of these drugs in the treatment of lung cancer.