For more information regarding Bristol Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Participants with histologically confirmed Stage IV or recurrent NSCLC squamous or non-squamous histology, with no prior systemic anticancer therapy - Eastern Cooperative Oncology Group (ECOG) Performance Status of ≤ 1 - Measurable disease by CT or MRI per response evaluation criteria in solid tumors version 1.1 (RECIST 1.1) criteria - Participants must have PD-L1 IHC testing with results performed by a central laboratory during the screening period Exclusion Criteria: - Participants with known epidermal growth factor receptor (EGFR) mutations which are sensitive to available targeted inhibitor therapy (including, but not limited to, deletions in exon 19 and exon 21 [L858R] substitution mutations) are excluded - Participants with known anaplastic lymphoma kinase (ALK) translocations which are sensitive to available targeted inhibitor therapy are excluded - Participants with untreated CNS metastases are excluded. Participants are eligible if CNS metastases are adequately treated and participants are neurologically returned to baseline (except for residual signs or symptoms related to the CNS treatment) for at least 2 weeks prior to first treatment Other protocol inclusion/exclusion criteria may apply