Inclusion Criteria:

          -  Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1.

          -  Minimum life expectancy of at least 12 weeks.

          -  Laboratory values meeting the criteria specified in the protocol.

          -  Histologically or cytologically confirmed Small Cell Lung Cancer (SCLC) with
             documented disease progression after at least 2 prior systemic regimens, including at
             least one platinum-based regimen.

          -  Delta-Like Protein 3 (DLL3)-expressing SCLC based on central immunohistochemistry
             (IHC) assessment of banked or otherwise representative tumor tissue.

          -  Measurable disease as described per protocol.

          -  In participants with a history of central nervous system (CNS) metastases,
             documentation of stable or improved status based on brain imaging for at least 2 weeks
             after completion of definitive treatment and within 2 weeks prior to first dose of
             study drug, off or on a stable dose of corticosteroids.

        Exclusion Criteria:

          -  Documented history of a cerebral vascular event (stroke or transient ischemic attack),
             unstable angina, myocardial infarction, or cardiac symptoms consistent with New York
             Heart Association Class III - IV within 6 months prior to first dose of study drug.

          -  Recent or on-going serious infection.

          -  History of other invasive malignancy that has not been in remission for at least 3
             years.

          -  History of exposure to a pyrrolobenzodiazepine (PBD)-based drug or known
             hypersensitivity to rovalpituzumab tesirine or excipient contained in the drug
             formulation.

          -  Known hypersensitivity to biopharmaceuticals produced in Chinese hamster ovary cells.

          -  Documented history of capillary leak syndrome.

          -  Grade 2 or higher pleural or pericardial effusion within 4 weeks of investigational
             drug start, or earlier history of recurrent Grade 2 or higher effusions with ongoing
             requirements for pericardiocentesis or thoracentesis.