The treatment landscape for patients with advanced non-small cell lung cancer has evolved greatly with the advent of immune checkpoint inhibitors. However, many patients do not derive benefit from checkpoint blockade, developing either primary or secondary resistance, highlighting a need for alternative approaches to modulate immune function. In this review, we highlight the absence of a common definition of primary and secondary resistance and summarize their frequency and clinical characteristics. Furthermore, we provide an overview of the biomarkers and mechanisms of resistance involving the tumor, the tumor microenvironment and the host, and suggest treatment strategies to overcome these mechanisms and improve clinical outcomes.