First-line immune-checkpoint inhibitor (ICI)-based therapy has deeply changed the treatment landscape and prognosis in advanced non-small cell lung cancer (aNSCLC) patients with no targetable alterations. Nonetheless, a percentage of patients progressed on ICI as monotherapy or combinations. Open questions remain on patients' selection, the identification of biomarkers of primary resistance to immunotherapy and the treatment strategies to overcome secondary resistance to first-line immunotherapy. Local ablative approaches are the main therapeutic strategies in oligoprogressive disease, and their role is emerging in patients treated with immunotherapy. Many therapeutic strategies can be adapted in aNSCLC patients with systemic progression to personalize the treatment approach according to re-characterization of the tumors, previous ICI response, and type of progression. This review's aim is to highlight and discuss the current and potential therapeutic approaches beyond first-line ICI-based therapy in aNSCLC patients based on the pattern of disease progression (oligoprogression versus systemic progression).