This phase II trial studies how well TG4010 and nivolumab work in previously treated patients with non-small cell lung cancer. Vaccines that are made from a gene-modified virus, such as TG4010, may help the body build an effective immune response to kill tumor cells. Monoclonal antibodies, such as nivolumab, interfere with the ability of tumor cells to grow and spread. Giving TG4010 and nivolumab together may work better in previously treated patients with non-small cell lung cancer.