Inclusion Criteria:  Histologically or cytologically documented unresectable Stage III NSCLC that has not progressed following definitive platinum based CRT or extensive disease (Stage IV) SCLC ECOG performance status of 0 or 1 For participants with SCLC: At least 1 lesion, not previously irradiated, that qualifies as a RECIST 1.1 TL at baseline  Exclusion Criteria:  History of allogeneic organ transplantation Autoimmune or inflammatory disorders, diverticulitis, systemic lupus erythematosus, Sarcoidosis syndrome, or Wegener syndrome Uncontrolled intercurrent illness History of another primary malignancy History of active primary immunodeficiency Active infection including tuberculosis, hepatitis B, hepatitis C, or human immunodeficiency virus (HIV) Brain metastases or spinal cord compression Persistent toxicities (CTCAE Grade >2) caused by previous anticancer therapy, excluding alopecia Receipt of live attenuated vaccine within 30 days prior to the first dose of IP