For more information regarding Bristol-Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Advanced metastatic stage IIIB/IV NSCLC (Nonsquamous and squamous) - 1 to 2 prior systemic therapies - Eastern Cooperative Oncology Group (ECOG) Performance Status of less than or equal to 1 - Participants must have measurable disease by computed tomography (CT) or magnetic resonance imaging (MRI) - Prior radiotherapy or radiosurgery must have been completed at least 2 weeks prior to starting study treatment Exclusion Criteria: - Women with a positive pregnancy test at enrollment or prior to administration of study medication - Participants with active central nervous system metastases - Participants with a condition requiring systemic treatment with either corticosteroids (> 10 mg daily prednisone equivalent) or other immunosuppressive medications within 14 days of first dose of study drug - Participants with previous malignancies are excluded unless a complete remission was achieved at least 2 years prior to study entry AND no additional therapy is required or anticipated to be required during the study period - Participants with carcinomatous meningitis Other protocol defined inclusion/exclusion criteria could apply