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Lung cancer is the number one cause of cancer-related deaths. The malignancy is characterized by dismal prognosis and poor clinical outcome mostly due to advanced-stage at diagnosis, thereby inflicting a heavy burden on public health worldwide. Recent breakthroughs in immunotherapy have greatly benefited a subset of lung cancer patients, and more importantly, they are undauntedly bringing forth a paradigm shift in the drugs approved for cancer treatment, by introducing “tumor-type agnostic therapies”. Yet, and to fulfill immunotherapy's potential of personalized cancer treatment, demarcating the immune and genomic landscape of cancers at their earliest possible stages will be crucial to identify ideal targets for early treatment and to predict how a particular patient will fare with immunotherapy. Recent genomic surveys of premalignant lung cancer have shed light on early alterations in the evolution of lung cancer. More recently, the advent of immunogenomic technologies has provided prodigious opportunities to study the multidimensional landscape of lung tumors as well as their microenvironment at the molecular, genomic, and cellular resolution. In this review, we will summarize the current state of immune-based therapies for cancer, with a focus on lung malignancy, and highlight learning outcomes from clinical and preclinical studies investigating the naïve immune biology of lung cancer. The review also collates immunogenomic-based evidence from seminal reports which collectively warrant future investigations of premalignancy, the tumor-adjacent normal-appearing lung tissue, pulmonary inflammatory conditions such as chronic obstructive pulmonary disease, as well as systemic microbiome imbalance. Such future directions enable novel insights into the evolution of lung cancers and, thus, can provide a low-hanging fruit of targets for early immune-based treatment of this fatal malignancy.