A proportion of patients with lung cancer experience long-term clinical benefit with immune checkpoint inhibitors (ICIs). However, most patients develop disease progression during treatment or after treatment discontinuation. Definitions of immune resistance are heterogeneous according to different clinical and biologic features. Primary resistance and acquired resistance, related to tumor-intrinsic and tumor-extrinsic mechanisms, are identified according to previous response patterns and timing of occurrence. The clinical resistance patterns determine differential clinical approaches. To date, several combination therapies are under development to delay or prevent the occurrence of resistance to ICIs, including the blockade of immune coinhibitory signals, the activation of those with costimulatory functions, the modulation of the tumor microenvironment, and the targeting T-cell priming. Tailoring the specific treatments with distinctive biologic resistance mechanisms would be ideal to improve the design and results of clinical trial. In this review, we reviewed the available evidence on immune resistance mechanisms, clinical definitions, and management of resistance to ICIs in lung cancer. We also reviewed data on novel strategies under investigation in this setting.