Small cell lung cancer (SCLC) is one of the highly aggressive malignancies characterized by rapid growth and early metastasis, but treatment options are limited. For SCLC, carboplatin or cisplatin in combination with etoposide chemotherapy has been considered the only standard of care, but the standard first-line treatment only results in 10-month survival. The majority of patients relapse within a few weeks to months after treatment, despite the relatively sensitive response to chemotherapy. Over the past decade, immunotherapy has made significant progress in the treatment of SCLC patients. However, there have been limited improvements in survival rates for SCLC patients with the current immune checkpoint inhibitors PD-1/PD-L1 and CTLA-4. In the face of high recurrence rates, small beneficiary populations, and low survival benefits, the exploration of new targets for key molecules and signals in SCLC and the development of drugs with novel mechanisms may provide fresh hope for immunotherapy in SCLC. Therefore, the aim of this review was to explore four new targets, DLL3, TIGIT, LAG-3, and GD2, which may play a role in the immunotherapy of SCLC to find useful clues and strategies to improve the outcome for SCLC patients.