This study is for patients that have been diagnosed with extensive stage small cell lung cancer. The purpose of this study is to compare the usual treatment of the immune therapy drug atezolizumab alone, to using radiation therapy plus the usual treatment. The study drug involved is atezolizumab. Participants can expect to be on this study for up to 5 years or until disease progression.

This study is for patients that have been diagnosed with non-squamous non-small cell lung cancer. The investigational drug used is MK-3475 (pembrolizumab). The purpose of this study is to compare any good and bad effects of using only the immunotherapy drug, MK-3475 (pembrolizumab), alone first versus the combination of the immunotherapy drug, MK-3475 (pembrolizumab), and chemotherapy. Participants can expect to be on this study for up to 2 years and followed for up to 5 years from when they began taking part in the study.