For more information regarding BMS clinical trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Men and women ≥18 years of age - Patients with histologically or cytologically documented squamous cell nonsmall-cell lung cancer who present with Stage IIIB/Stage IV disease (according to version 7 of the International Association for the Study of Lung Cancer Staging Manual in Thoracic Oncology), or with recurrent or progressive disease following multimodal therapy (radiation therapy, surgical resection, or definitive chemoradiation for locally advanced disease - Eastern Cooperative Oncology Group Performance Status of 0 or 1 - Disease progression or recurrence after both a platinum doublet-based chemotherapy regimen and at least 1 additional systemic therapy - Measurable disease by computed tomography scan/magnetic resonance imaging as per Response Evaluation Criteria in Solid Tumors, volume 1.1 Exclusion Criteria: - Untreated central nervous system (CNS) metastases. Metastases have been treated and patients neurologically returned to baseline (except for residual signs or symptoms related to the CNS treatment) for at least 2 weeks prior to enrollment. In addition, patients must have stopped taking corticosteroids or be taking a stable or decreasing dose of ≤10 mg prednisone daily (or equivalent) - Carcinomatous meningitis - Active known or suspected autoimmune disease or interstitial lung disease - Prior treatment on either arm of study CA209-017 or CA184-104 - Prior therapy with anti-Programmed death-1 (anti-PD-1), anti-Programmed cell death ligand 1 (anti-PD-L1), anti-Programmed cell death ligand 2 (anti-PD-L2), anti-CD137, or anti-Cytotoxic T lymphocyte-associated antigen 4 (anti-CTLA-4) antibody, or any other antibody or drug specifically targeting T-cell costimulation or checkpoint pathways - A condition requiring systemic treatment with corticosteroids or other immunosuppressive medications within 14 days of first dose of study drug