Lung cancer has traditionally been considered relatively resistant to immunotherapies. However, recent advances in the understanding of tumor-associated antigens, anti-tumor immune responses, and tumor immunosuppression mechanisms have resulted in a number of promising immunomodulatory therapies such as vaccines and checkpoint inhibitors. Locally advanced non-small cell lung cancer is an optimal setting for these treatments because standard therapies such as surgery, radiation, and chemotherapy may enhance anti-tumor immune effects by debulking the tumor, increasing tumor antigen presentation, and promoting T-cell response and trafficking. Clinical trials incorporating immunomodulatory agents into combined modality therapy of locally advanced non-small cell lung cancer have shown promising results. Future challenges include identifying biomarkers to predict those patients most likely to benefit from this approach, radiographic assessment of treatment effects, the timing and dosing of combined modality treatment including immunotherapies, and avoidance of potentially overlapping toxicities.