Inclusion Criteria:  Subjects with pathologically proven small cell lung cancer(SCLC) or/and locally advanced ( Stage ⅢB/ ⅢC), metastatic or recurrent (Stage IV) non small cell lung cancer(NSCLC). Cohort 1: Subjects with SCLC who had previously received at least one chemotherapy containing platinum or got disease progression during chemoradiotherapy or after the last treatment. Cohort 2: Subjects with locally advanced, metastatic/relapsed NSCLC who had previously received only one PD (L) 1 inhibitor alone or in combination with platinum-based chemotherapy. Subjects with measurable lesions as defined by RECIST 1.1. Aged ≥ 18 years ; Eastern Cooperative Oncology Group (ECOG) score: 0 ~ 1; Expected survival ≥ 3 months. Laboratory indicators meet the requirements. Non-pregnant or non-breastfeeding women; Negative pregnancy subjects. Subjects voluntarily joined the study and signed the informed consent form.  Exclusion Criteria:  Subjects who received prior therapy with anlotinib hydrochloride capsules. Cohort 2: Subjects with epidermal growth factor receptor(EGFR) mutation and anaplastic lymphoma kinase(ALK) translocation. Subjects with central squamous cell carcinoma with a risk of hemoptysis. Subjects who have developed or is currently suffering from other malignancies within 5 years, with the exception of cured skin basal cell carcinoma and cervical carcinoma in situ. Subjects who have brain metastases with symptoms or control of symptoms for less than 2 months. Subjects with difficulty taking oral medication. Subjects with uncontrolled pleural effusion, pericardial effusion or ascites requiring repeated drainage. Subjects with spinal cord compression who have failed to be cured or relieved by surgery and or radiotherapy. Subjects who have received chemotherapy, radiotherapy or other experimental anticancer therapy within 4 weeks prior to the first dose of the drug. Subjects who have not recovered to ≤ CTCAE Grade 1 (excluding alopecia) due to the adverse event of prior therapy. Subjects with significant surgery or significant traumatic injury within 28 days before randomization. Subjects with arterial/venous thrombosis within 6 months. Subjects with a history of psychotropic substance abuse who cannot be withdrawn or have mental disorders. Subjects with any severe and/or uncontrolled disease. Subjects whose large vessels are involved by tumor from imaging (CT or MRI). Subjects who have hemoptysis and maximum daily hemoptysis ≥ 2.5ml within 1 month before the first dose.  Subjects with other factors that might cause the study to be terminated halfway per the judgement of the investigator.  -