Inclusion Criteria:  Participant has provided informed consent/assent prior to initiation of any study specific activities/procedures Age greater than or equal to 18 years old at the same time of signing the informed consent Participants with histologically or cytologically confirmed Small Cell Lung Cancer (SCLC) who progressed or recurred following at least 1 platinum-based regimen Eastern Cooperative Oncology Group (ECOG) 0 to 1 Participants with treated brain metastases are eligible provided they meet defined criteria Adequate organ function as defined in protocol  Exclusion Criteria:  History of other malignancy within the past 2 years with exceptions Major surgery within 28 days of first dose of AMG 757 Untreated or symptomatic brain metastases and leptomeningeal disease Prior anti-cancer therapy, including anti-PD1 or anti-PDL1 antibody therapy: at least 28 days must have elapsed between any prior anti- cancer therapy and the first planned dose of AMG 757  Exceptions:  Participants who received prior chemotherapy must have completed at least 14 days before the first dose of AMG 757 and all treatment-related toxicity resolved to grade ≤ 1.  Participants who received prior palliative radiotherapy must have completed at least 7 days before the first dose of AMG 757  Participants who received prior AMG 757 therapy or prior delta-like ligand 3 (DLL3) x cluster of differentiation 3 (CD3) bispecific therapy are not eligible Participants who experienced recurrent grade 2 pneumonitis or severe or life-threatening immune-mediated adverse events or infusion-related reactions including those that lead to permanent discontinuation while on treatment with immuno-oncology agents History of any immune-related colitis. Infectious colitis is allowed if evidence of adequate treatment and clinical recovery exists and at least 3 months interval observed since diagnosis of colitis Participants with evidence of interstitial lung disease or active, non-infectious pneumonitis Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of AMG 757 History of solid organ transplantation History of hypophysitis or pituitary dysfunction Active autoimmune disease that has required systemic treatment (except replacement therapy) within the past 2 years or any other diseases requiring immunosuppressive therapy while on study. Participants with Type I diabetes, vitiligo, psoriasis, hypo- or hyper-thyroid disease not requiring immunosuppressive treatment are permitted