It has been quite challenging to demonstrate significant improvements in survival for patients with non-small-cell lung cancer (NSCLC) over the past decade, but targeted therapies such as epidermal growth factor receptor (EGFR) inhibitors and angiogenesis inhibitors have been associated with benefits sufficient to alter our treatment standards. In addition to variations within these classes and combinations of such agents, several novel targeted therapy strategies have been introduced and are now emerging with encouraging results in early clinical trials for patients with advanced NSCLC. Immunotherapies targeting the MUC1 protein, MAGE-A3, and EGFR have shown early evidence of clinical benefits. Belagenpumatucel-L is a nonspecific allogeneic vaccine derived from multiple lung cancer cell lines, and the agent talactoferrin alfa might improve clinical outcomes based on broad immune system activation and stimulation. Other approaches that inhibit insulin-like growth factor receptor or heat-shock protein, both involved with multiple pathways involved with cell growth and survival, have shown activity in early trials and are moving forward in trials that specifically focus on patients with advanced NSCLC. This article reviews current data and future directions for each of these approaches.