For more information regarding Bristol-Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Histologically confirmed Stage 4 or recurrent non-small cell lung cancer - Eastern Cooperative Oncology Group (ECOG) score 0-1 (Physically able to carry out light housework or office work through to being fully active as you were before cancer) - No prior systemic anticancer therapy (including EGFR and ALK inhibitors) - Tissue or Programmed death-ligand 1 (PD-L1) results available Cohort 1A Inclusion Criteria: - Eastern Cooperative Oncology Group (ECOG) score 2 or - Eastern Cooperative Oncology Group (ECOG) score 0-1 and one disease specific criteria as listed in the protocol Cohort C Inclusion Criteria: - High Tumor Mutation Burden Exclusion Criteria: - Untreated brain metastases - An active malignancy that requires concurrent intervention - Active, known or suspected autoimmune disease - Carcinomatous meningitis, which means there is inflammation of the covering of the brain, caused by cancer Other protocol defined inclusion/exclusion criteria could apply