Immunotherapy with checkpoint inhibitors has become the cornerstone of systemic treatment for non-oncogene addicted non-small-cell lung cancer. Despite its pivotal role, a significant proportion of patients—approximately 70–85%—either exhibit primary resistance to PD-1 blockade or develop acquired resistance following an initial benefit, even in combination with chemotherapy and/or anti-CTLA-4 agents. The phenomenon of primary and acquired resistance to immunotherapy represents a critical clinical challenge, largely based on our incomplete understanding of the mechanisms of action of immunotherapy, and the resulting lack of accurate predictive biomarkers. Here, we review the definitions and explore the proposed mechanisms of primary and acquired resistance, including those related to the tumor microenvironment, systemic factors, and intrinsic tumor characteristics. We also discuss translational data on adaptive changes within tumor cells and the immune infiltrate following exposure to checkpoint inhibitors. Lastly, we offer a comprehensive overview of current and emerging therapeutic strategies designed to prevent primary resistance and counteract acquired resistance.