- Subjects with untreated central nervous system (CNS) metastases are excluded. Subjects are eligible if CNS metastases are treated and subjects are neurologically returned to baseline for at least 2 weeks prior to enrollment. In addition, subjects must be either off corticosteroids, or on a stable or decreasing dose of ≤10 mg daily prednisone (or equivalent) - Subjects with carcinomatous meningitis - Subjects with active, known or suspected autoimmune disease. Subjects with type I diabetes mellitus, hypothyroidism only requiring hormone replacement, skin disorders (such as vitiligo, psoriasis, or alopecia) not requiring systemic treatment, or conditions not expected to recur in the absence of an external trigger are permitted to enroll - Subjects with a condition requiring systemic treatment with either corticosteroids or other immunosuppressive medications within 14 days of randomization - Prior therapy with anti-Programmed death-1 (PD-1), anti-Programmed cell death ligand 1 (PD-L1), anti-Programmed cell death ligand 2 (PD-L2), anti-CD137, or anti-Cytotoxic T lymphocyte-associated antigen 4 (CTLA-4) antibody (including ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways) - Prior treatment on the first line study CA184104 first line NSCLC study - Prior treatment with Docetaxel - Subjects with interstitial lung disease that is symptomatic or may interfere with the detection or management of suspected drug-related pulmonary toxicity - Treatment with any investigational agent within 14 days of the first administration of study treatment.