Inhibitory antibodies targeting programmed death protein 1 (PD-1) and programmed death ligand 1 (PD-L1) have resulted in improved outcomes for many patients with metastatic non-small cell lung cancer in (NSCLC) in the second-line setting due to their ability to lead to prolonged anti-tumor immune responses. Combining these immunotherapies with platinum-based chemotherapy as first-line treatment has resulted in improved response rates and increased survival when compared to platinum-based chemotherapy alone. Certain patient populations may even benefit from immune checkpoint inhibitors as monotherapy in the first-line setting. The PD-1 inhibitor pembrolizumab is approved as monotherapy or in combination with platinum + pemetrexed for most newly diagnosed patients with metastatic NSCLC, excluding those with a targetable oncogene such as ALK and EGFR. The PD-L1 inhibitor atezolizumab is also approved in combination with bevacizumab + carboplatin + paclitaxel for the same population, with some parts of the world also approving this regimen for patients with ALK rearrangements or EGFR activating mutations. However, there are many other chemo-immunotherapy regimens that have been evaluated as initial treatment in metastatic NSCLC. Additionally, combinations of PD-1 axis inhibitors with cytotoxic T lymphocyte antigen-4 inhibitors have been examined, although none are yet approved. Here we review the clinical data in support of the current first-line approaches across histologies and biomarker subtypes, as well as highlight future research directions revealed by the current data.