For more information regarding Bristol Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Stage IV non-small cell lung Cancer, stage IIIB/C disease failed concurrent chemoRT - ECOG Performance Status of ≤ 1 - Clinically documented or radiographically documented disease progression/recurrence during or after the last dose of treatment - Progression on one anti-PD-1/anti-PD-L1 therapy and one platinum-based doublet regimen given either concurrently or sequentially - Radiographic disease progression or recurrence during or within 90 days after the last dose of durvalumab for locally advanced disease - All participants must have tumor tissue submitted prior to randomization, either a recent archival sample obtained on/after the date of disease progression of the last prior anticancer therapy and within 3 months prior to enrollment, or a fresh biopsy obtained during the screening period. - Toxicities must be to grade 1 - Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test and must not be breastfeeding - Males who are sexually active with WOCBP must agree to follow instructions for method(s) of contraception. In addition, male participants must be willing to refrain from sperm donation during this time and must agree to follow instructions for method(s) of contraception. Azoospermic males are exempt from contraceptive requirements as well as WOCBP who are continuously not heterosexually active, however, a pregnancy test will still be required. Exclusion Criteria - Prior treatment with Docetaxel - Active brain metastases, carcinomatous meningitis or leptomeningeal metastases - Any tumor invading the Superior Vena Cava other blood vessel, GI Tract or Trachea - EGFR mutations, ALK translocations, ROS1 translocations which are sensitive to inhibitor therapy - History of cerebrovascular accident - Participants with interstital lung disease, history of cerebrovascular accident or history of abdominal fistula, gastrointestinal perforation, bowel obstruction, intra-abdominal abscess or grade 3-4 bleeding event within 6 months prior to randomization - Known toxicity on prior checkpoint inhibitor treatment - Participants who received more than one line of anti- PD-1/PD-L1 treatment - Participants who received previous CTLA-4 inhibitor treatment - Participants with known BRAF V600E mutation which are sensitive to available targeted inhibitor therapy are excluded Other protocol defined inclusion/exclusion criteria could apply