Immunotherapy as an option of treatment in cancer has experienced an important development with the inclusion of vaccines. In lung cancer this type of treatment has emerged and vaccines can be classified in three groups: antigen-specific vaccines, tumor cell vaccines, and dendritic cell vaccines. Emepepimut (L-BLP25) and MAGE-A3 have been the vaccines most widely studied. Their promising results with benefit in survival and limited toxicity in preclinical and clinical trials have led to phase III trials with results eagerly awaited. Other vaccines have been investigated, but results were not favorable or are still pending. Hopefully, vaccines could be an additional instrument for the treatment of lung cancer in the adjuvant or metastatic setting as time will unveil the results of current and future trials.