Advanced Non-Small Cell Lung Cancer Progressing After at Least One Prior Therapy For Metastatic Disease

Inclusion Criteria: * Pathologically or cytologically confirmed NSCLC * Stage IIIB or stage IV. * Patient to meet either criterion A or B: A) Progression after at least 1 line of systemic treatment (IV or oral) for metastatic or locally advanced disease. Must provide documentation systemic treatment was for either locally advanced or metastatic and also scan or assessment to show progression. Radiation does not count as 1 line. B) Patients progressing within 6 months of completion of neoadjuvant or adjuvant chemotherapy are also eligible without having treatment for metastatic disease (for example patient with stage I disease undergoes resection, receives systemic chemotherapy and then progresses to the liver (now stage IV) within 6 months of chemotherapy). Radiation does not count as 1 line. * Ablation for advanced lung cancer is being considered by the treating physician for treatment or prevention of symptoms such as pain, bleeding or obstruction- Documentation is required in writing by MD for this criterion. * At least 1 site of measurable disease that will not be treated with ablation. Sites to send confirmation on which lesion of measurable disease will not be ablated for tracking of response. * At least 3 weeks since prior chemotherapy and radiation therapy * No brain metastases except for patients whose metastases have been removed by surgical resection or have had stereotactic radiation or gamma knife with no evidence of active disease on MRI within 28 days of starting treatment. * Eastern Cooperative Oncology Group (ECOG) Performance Status of 0-2. * Life expectancy of at least 12 weeks. * Required entry laboratory parameters within 14 days of study entry: Granulocytes ≥ 1000/µl; platelet count ≥75,000/µl; absolute lymphocyte count ≥ 500/ µl; Creatinine ≤ 1.5x upper limit normal mg/dl; Bilirubin \< 1.5x upper limit normal; AST ≤ 3 x upper limit of normal. * Age \> 18 years * Men and women of childbearing potential enrolled in this study must agree to use adequate barrier birth control measures during the course of the study and up to 2 months after. * Written informed consent. Exclusion Criteria: * Patients with a history of clinically significant chronic autoimmune disease * Prior therapy with antibodies that modulate T-cell function defined as anti-CTLA-4, anti-PD-1, and anti-PD-L1 * Conditions currently requiring immunosuppressive medications * Known history of HIV or hepatitis B or C * Bleeding diathesis or coagulopathy that in the investigators opinion would prevent ablation from being safely performed. * Patients with unstable angina (anginal symptoms at rest) or new-onset angina (began within the last 3 months) or myocardial infarction within the past 6 months. * History of organ allograft even if not taking immunosuppressive medications * Pregnant or breast-feeding.