MK-3475 and Gemcitabine in Non-Small Cell Lung Cancer (NSCLC)

Inclusion Criteria: * Women or men with advanced, histologically proven NSCLC. * Patients must have received at least one but no more than three prior systemic therapies for advanced disease. * Any toxicity related to prior therapies that, in the opinion of the investigator, would potentially be worsened with anti-PD1 therapy or gemcitabine should be resolved to less than Grade 1. * Eastern Cooperative Oncology Group (ECOG) performance status 0 or 1. * Women of childbearing potential must have a negative pregnancy test * Ability to give informed consent and comply with the protocol. * Anticipated survival minimum 3 months. * Prior therapy with investigational agents must have been completed at least 3 weeks prior to study enrollment. * Patients must have normal organ and marrow function as seen on protocol-defined blood test results * Archived tumor tissue (minimum of 8 slides for paraffin-embedded tumor tissue) available * Measurable disease by RECIST 1.1 criteria. * Treated brain metastases will be allowed, provided they are asymptomatic. * Radiation for symptomatic lesions outside the Central nervous system (CNS) must have been completed at least 2 weeks prior to study enrollment. Exclusion Criteria: * Prior therapy with any anti-PD-1, anti-PD-L1, or anti-CTLA4 antibody. * Prior therapy with gemcitabine. * Prior complications from radiation, such as history of radiation pneumonitis or pulmonary edema that, in the opinion of the investigator, may have risk of increasing toxicity with anti-PD1 therapy. * Active autoimmune disease except vitiligo or stable hypothyroidism. * Active and ongoing steroid use, except for non-systemically absorbed treatments (such as inhaled or topical steroid therapy for asthma, cardiopulmonary disease (COPD), allergic rhinitis). * Active other malignancy, except for controlled basal cell skin carcinoma. * HIV positive and/or Hepatitis B or C positive. * Other medical or psychiatric conditions that in the opinion of the Principal Investigator would preclude safe participation in this protocol.