Inclusion Criteria:

          -  Participants with histologically confirmed diagnosis of NSCLC will be enrolled in this
             study.

          -  Stage IV pathologically proven NSCLC.

          -  The participant (or legally acceptable representative if applicable) provides written
             informed consent for the trial.

          -  Must have received prior systemic anti-cancer therapy for advanced disease that
             includes either:

               -  A PD-1 and/or PD-L1 inhibitor in patients without a sensitizing EGFR mutation
                  and/or ALK gene rearrangement or.

               -  Have received prior tyrosine kinase inhibitor therapy in patients with a
                  sensitizing EGFR mutation and/or ALK gene rearrangement. For patients with
                  sensitizing EGFR mutations, prior therapy must include osimertinib if a T790M
                  mutation in the EGFR gene has been documented, and for patients with ALK gene
                  rearrangements, prior therapy must include a second generation ALK inhibitor
                  (e.g. alectinib, brigatinib, ceritinib). Note: For this group, prior cytotoxic
                  chemotherapy is permitted, but prior therapy with a PD-1 or PD-L1 inhibitor is
                  not permitted.

          -  Measurable disease by Response Evaluation Criteria in Solid Tumors (RECIST) version
             (v)1.1.

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

          -  Absolute neutrophil count (ANC) >= 1500/uL.

          -  Platelets >= 100,000/uL.

          -  Hemoglobin >= 9.0 g/dL or >= 5.6 mmol/L.

               -  Criteria must be met without erythropoietin dependency and without packed red
                  blood cell (pRBC) transfusion within last 2 weeks.

          -  Creatinine =< 1.5 x upper limit of normal (ULN) OR measured or calculated creatinine
             clearance (glomerular filtration rate [GFR] can also be used in place of creatinine or
             creatinine clearance [CrCl]) >= 30mL/min for participant with creatinine levels >1.5 x
             institutional ULN.

               -  Creatinine clearance (CrCl) should be calculated per institutional standard.

          -  Total bilirubin =< 1.5 x ULN OR direct bilirubin =< ULN for participants with total
             bilirubin levels > 1.5 x ULN.

          -  Aspartate aminotransferase (AST) (serum glutamic oxaloacetic transaminase [SGOT]) and
             alanine aminotransferase (ALT) (serum glutamate pyruvate transaminase [SGPT]) =< 2.5 x
             ULN (=< 5 x ULN for participants with liver metastases).

          -  International normalized ratio (INR) OR prothrombin time (PT) =< 1.5 x ULN unless
             participant is receiving anticoagulant therapy as long as PT or activated partial
             prothrombin time (aPTT) is within therapeutic range of intended use of anticoagulants.

          -  Activated partial thromboplastin time (aPTT) =< 1.5 x ULN unless participant is
             receiving anticoagulant therapy as long as PT or aPTT is within therapeutic range of
             intended use of anticoagulants.

          -  A lesion that either:

               -  Is intended to be accessed bronchoscopically OR.

               -  Is intended to be accessed with computed tomography (CT) guided transthoracic
                  injection and in the estimation of the radiologist performing the procedure will
                  not require transversing a bullae that significantly increases the risk of
                  pneumothorax.

          -  Male participants:

               -  A male participant must agree to use a contraception of this protocol during the
                  treatment period and for at least 4 months after the last dose of study treatment
                  and refrain from donating sperm during this period.

          -  Female participants:

               -  A female participant is eligible to participate if she is not pregnant, not
                  breastfeeding, and at least one of the following conditions applies:

                    -  Not a woman of childbearing potential (WOCBP). OR

                    -  A WOCBP who agrees to follow the contraceptive guidance during the treatment
                       period and for at least 4 months after the last dose of study treatment.

        Exclusion Criteria:

          -  Comorbid disease or a medical or psychiatric condition that would impair the ability
             of the patient to receive or comply with the study protocol.

          -  Any use of systemic corticosteroids within 10 days of treatment initiation.

          -  Respiratory failure (defined as oxygen saturation [SaO2] < 90% on room air; partial
             pressure of carbon dioxide [PCO2] > 45 mmHg; or forced expiratory volume in one second
             [FEV1] <1.0 liter).

          -  Acute viral, bacterial, or fungal infection, which requires specific therapy. Acute
             therapy must have been completed at least 7 days prior to study treatment.

          -  Human immunodeficiency virus (HIV) infected patients (defined as HIV-1/HIV-2 antibody
             positive).

          -  Patients with active hepatitis B or C. Active hepatitis B is defined as a known
             positive hepatitis B virus surface antigen (HBsAg) result. Active hepatitis C is
             defined by a known positive hepatitis (hep) C antibody (Ab) result and known
             quantitative hepatitis C virus (HCV) ribonucleic acid (RNA) results greater than the
             lower limits of detection of the assay.

          -  Hypersensitivity to any reagents used in the study.

          -  Pregnancy or inadequate contraception.

          -  Lactating females.

          -  Clinically active brain metastases, defined as untreated and symptomatic, or requiring
             therapy with steroids or anticonvulsants to control associated symptoms. In patients
             with brain metastases that have been treated with radiation therapy, treatment must
             end at least 14 days prior to starting study treatment. History of leptomeningeal
             disease is exclusionary regardless of prior therapy.

          -  Subjects with organ allografts.

          -  Previous or concurrent evidence of autoimmune disease requiring systemic steroids or
             immunosuppressive agents. Subjects with vitiligo or resolved childhood asthma/atopy
             would be an exception to this rule. Subjects that require inhaled steroid or local
             steroid injections will not be excluded from the study. Subjects with hypothyroidism
             who are managed by hormone replacement will not be excluded from the study.

          -  Patients with a history or current evidence of any condition, therapy, or laboratory
             abnormality that might confound the results of the trial, interfere with the subject's
             participation for the full duration of the trial, or is not in the best interest of
             the subject to participate, in the opinion of the treating investigator.