Grid Radiation Therapy for the Treatment of Stage IV Non-Small Cell Lung Cancer

Inclusion Criteria: * Age ≥ 18 years * Eastern Cooperative Oncology Group (ECOG) 0, 1, or 2 * Stage IV non-small cell lung cancer progressing on standard of care first line immunotherapy or chemoimmunotherapy * Patients have not had stereotactic body radiotherapy (SBRT) ≤ 30 days prior to registration * Extracranial lesion ≥ 3 cm amenable to grid therapy * Patients with brain metastases are permitted to enroll if all of the following are true: * They are stable (without evidence of progression by imaging ≤ 30 days prior to enrollment and any neurologic symptoms have returned to baseline) * Have no evidence of new or enlarging brain metastases, and * Are not using steroids ≤ 14 days prior to enrollment * Patients may receive conventional palliative radiation to up to 2 other metastatic sites (with at least one evaluable non-irradiated lesion) * Hemoglobin ≥ 9.0 g/dL (obtained ≤ 15 days prior to enrollment) * Absolute neutrophil count (ANC) ≥ 1500/mm\^3 (obtained ≤ 15 days prior to enrollment) * Platelet count ≥ 100,000/mm\^3 (obtained ≤ 15 days prior to enrollment) * Total bilirubin ≤ 1.5 x upper limit of normal (ULN) or direct bilirubin ≤ ULN if total bilirubin is \> 1.5 x ULN (obtained ≤ 15 days prior to enrollment) * Alanine aminotransferase (ALT) and aspartate transaminase (AST) ≤ 2.5 x ULN (≤ 5 x ULN for patients with liver involvement) (obtained ≤ 15 days prior to enrollment) * Creatinine ≤ 1.5 x ULN OR glomerular filtration rate (GFR) \> 60 mL/min for patients with creatinine \> 1.5 x ULN (obtained ≤ 15 days prior to enrollment) * Negative pregnancy test done ≤ 7 days prior to registration for females of childbearing potential only * Provide written informed consent * Willing to provide mandatory blood specimens for correlative research * Willing to return to Mayo Clinic for follow-up (during the Active Monitoring Phase of the study) * Estimated by investigator to have a life expectancy \> 3 months Exclusion Criteria: * Co-morbid systemic illnesses or other severe concurrent disease which, in the judgment of the investigator, would make the patient inappropriate for entry into this study or interfere significantly with the proper assessment of safety and toxicity of the prescribed regimens * Active autoimmune disease requiring systemic treatment, documented history of severe autoimmune disease, or a syndrome that requires systemic steroids or immunosuppressive agents * NOTE: Exceptions are allowed for: * Vitiligo * Resolved childhood asthma/atopy * Intermittent use of bronchodilators or inhaled steroids * Daily steroids at dose of ≤ 10mg of prednisone (or equivalent) * Local steroid injections * Stable hypothyroidism on replacement therapy * Stable diabetes mellitus on non-insulin therapy * Sjogren's syndrome * Uncontrolled intercurrent illness including, but not limited to: * Ongoing or active infection requiring systemic therapy * Interstitial lung disease * Serious, chronic gastrointestinal conditions associated with diarrhea (e.g., Crohn's disease or others) * Known active hepatitis B (i.e., known positive hepatitis B virus \[HBV\] surface antigen \[HBsAg\] reactive) • Known active hepatitis C (i.e., positive for hepatitis C virus \[HCV\] ribonucleic acid \[RNA\] detected by polymerase chain reaction \[PCR\]) * Known active tuberculosis (TB) * Symptomatic congestive heart failure * Unstable angina pectoris * Unstable cardiac arrhythmia * Psychiatric illness/social situations that would limit compliance with study requirements (e.g., substance abuse) * History of myocardial infarction ≤ 6 months, or congestive heart failure requiring use of ongoing maintenance therapy for life-threatening ventricular arrhythmias * Receiving any other investigational agent which would be considered as a treatment for the primary neoplasm * Hypersensitivity to immunotherapy * Previous adverse event attributed to immunotherapy that led to drug discontinuation * History of grade 3+ immune-related adverse event or any grade of immune-related neurologic or ocular adverse event while receiving immunotherapy * Note: Patients who had endocrine adverse events ≤ grade 2 are allowed to enroll if they are stable on appropriate replacement therapy and asymptomatic * Other active malignancy \< 6 months prior to registration * EXCEPTIONS: Non-melanotic skin cancer, papillary thyroid cancer, prostate cancer, or carcinoma-in-situ of the cervix, or others curatively treated and now considered to be at less than 30% risk of relapse * History of allogenic organ transplantation * History of active primary immunodeficiency * Known to have tested positive for human immunodeficiency virus (HIV) (positive HIV 1/2 antibodies) or active tuberculosis infection (clinical evaluation that may include clinical history, physical examination and radiographic findings, or tuberculosis testing in line with local practice) * Known active hepatitis infection, positive hepatitis C virus (HCV) antibody, hepatitis B virus (HBV) surface antigen (HBsAg) or HBV core antibody (anti-HBc), at screening. Participants with a past or resolved HBV infection (defined as the presence of anti-HBc and absence of HBsAg) are eligible. Participants positive for HCV antibody are eligible only if polymerase chain reaction is negative for HCV RNA