Bronchoscopy With Bronchoalveolar Lavage in Identifying Biomarkers of Response to Immune Checkpoint Inhibitors in Patients With Non-small Cell or Small Cell Lung Cancer

PRIMARY OBJECTIVES: I. To discover predictive immune biomarkers of response to immune checkpoint inhibitor therapy in individuals with primary lung cancer. SECONDARY OBJECTIVES: I. To determine biomarkers that may be predictive of treatment related adverse events, specifically pneumonitis. II. To further elucidate lung immunologic microenvironment by performing single cell analysis in addition to mass cytometry (Cytof) on cells of bronchoalveolar lavage. OUTLINE: Patients undergo bronchoscopy with bronchoalveolar lavage over 45 minutes. After completion of study, patients are followed up at 3, 6, 12, and 24 months.