This study will evaluate the safety and tolerability of INCB024360 administered in combination with MPDL3280A in patients with locally advanced or metastatic non-small cell lung cancer (NSCLC) that have been previously treated with platinum-based chemotherapy. The study will be conducted in two phases. The dose escalation phase will utilize a 3 + 3 design to identify the maximum tolerated dose (MTD) or a Pharmacologically Active Dose (PAD) of the combination. This will be followed by a dose expansion phase, which will be comprised of two cohorts. Expansion Cohort 1 will further evaluate the safety, tolerability, efficacy, pharmacokinetics (PK), and pharmacodynamics at the dose identified in phase one. Expansion Cohort 2 will evaluate the change in biomarker expression following treatment with INCB024360 as monotherapy followed by INCB024360 and MPDL3280A administered in combination.