Lung cancer remains the leading cause of cancer-related deaths worldwide, contributing significantly to the global cancer burden. Among its pathological types, non-small cell lung cancer (NSCLC) is the most common. Advanced NSCLC poses a pressing need for improved therapeutic strategies due to its high recurrence rates and drug resistance. Programmed death 1/Programmed death-ligand 1 (PD-1/PD-L1) inhibitors, a novel class of immunotherapies, have shown promising clinical efficacy, particularly when combined with chemotherapy and targeted therapies. However, their application continues to face significant challenges, including increased toxicity, complex resistance mechanisms, high costs, and the absence of standardized treatment protocols. This review examined the progress of PD-1/PD-L1 inhibitors combined with innovative therapies for advanced NSCLC, including tumor vaccines, immunomodulatory therapy, novel targeted therapy, and novel radiotherapy. The findings suggested that combination therapies offer advantages in improving progression-free survival and overall survival for patients, with some studies indicating that those with high PD-L1 expression might derive greater benefits. In terms of safety, most combination regimens did not significantly increase the incidence of severe adverse events. However, mild immune-related or treatment-specific reactions remained a concern. Although current studies were generally limited by small sample sizes, leaving the generalizability and reliability of findings to be further validated, future directions included conducting large-scale multicenter trials, investigating resistance mechanisms, and integrating novel biomarkers with genomic technologies. These advancements were expected to optimize therapeutic strategies and pave the way for individualized and precise treatment approaches in advanced NSCLC.