Immunotherapy has revolutionized cancer treatment. In non-small-cell lung cancer (NSCLC), monotherapy with immune checkpoint inhibitors has improved survival in metastatic disease. Combinations of immune checkpoint inhibitors have shown synergy in preclinical models and are being studied as part of the treatment armamentarium in NSCLC. This review discusses the rationale, outcomes, and challenges of combination immune checkpoint blockade. Despite the challenges, this paper also presents some solutions and ways to improve our understanding and implementation of such combinations in the future.