Inclusion Criteria:

          -  Patients must have histologically or cytologically confirmed incurable SCLC and have
             had prior treatment with platinum-based chemotherapy. High-grade neuroendocrine tumors
             that are suspected to be of bronchopulmonary origin can be enrolled if they have had
             prior treatment with a SCLC chemotherapy regimen (e.g. platinum plus etoposide).

          -  Patients should not be demonstrating end-organ damage due to rapid progression of
             disease based on the most recent assessment of the treating physician.

          -  Patients must have radiographically measurable metastatic disease by Response
             Evaluation Criteria in Solid Tumors (RECIST) criteria.

          -  Eastern Cooperative Oncology Group (ECOG) performance status of 0-2.

          -  Absolute neutrophil count >= 1,500/mcL.

          -  Platelets >= 100,000/mcL.

          -  Chemotherapy agents are known to be teratogenic, therefore women of child-bearing
             potential and men must agree to use adequate contraception (hormonal or barrier method
             of birth control) prior to study entry and for the duration of study participation.
             Should a woman become pregnant or suspect she is pregnant while participating in this
             study, she should inform her treating physician immediately.

          -  Ability to understand and the willingness to sign an Institutional Review Board
             (IRB)-approved informed consent document.

        Exclusion Criteria:

          -  Patients who have previously received either gemcitabine or an immune checkpoint
             inhibitor can be enrolled.

          -  Emergent need for palliative radiation.

          -  Patients may not be receiving any other investigational agents for the treatment of
             nonsmall cell lung cancer.

          -  History of allergic reaction to gemcitabine.

          -  Uncontrolled intercurrent illness including, but not limited to ongoing or active
             infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac
             arrhythmia, or psychiatric illness/social situations that would limit compliance with
             study requirements.

          -  Pregnant women are excluded from this study because of the potential for teratogenic
             or abortifacient effects with chemotherapy. Because there is an unknown but potential
             risk for adverse events in nursing infants secondary to treatment of the mother with
             chemotherapy, breastfeeding should be discontinued.