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Lung cancer remains the leading cause of cancer mortality worldwide and continues to impose a major clinical burden, particularly in advanced non-small cell lung cancer (NSCLC) and small-cell lung cancer (SCLC). Although targeted therapies, antiangiogenic agents, immune checkpoint inhibitors, and antibody-drug conjugates have improved outcomes in selected patients, durable responses remain limited by primary and acquired resistance. Here, we comprehensively review recent progress in immunologically oriented therapeutic strategies for lung cancer, focusing on bispecific antibodies, chimeric antigen receptor (CAR) T-cell therapy, and emerging in vivo CAR-engineering modalities. We further elaborate on the clinical rationale, latest translational and early clinical evidence, and key challenges, including on-target, off-tumor toxicity, cytokine release syndrome, limited T-cell persistence, insufficient tumor trafficking, and immunosuppression within the tumor microenvironment. Taken together, we find that while bispecific antibodies currently show favorable efficacy and safety in lung cancer; advances in CAR design and in vivo delivery may broaden the applicability of CAR-T therapy in this setting.