During these last years, there have been an increased number of new drugs for non-small cell lung cancer (NSCLC), with a growing financial effect on patients and society. The purpose of this article was to review the economics of first-line and maintenance NSCLC treatments. We reviewed economic analyses of NSCLC therapies published between 2004 and 2014. In first-line settings, in unselected patients with advanced NSCLC, the cisplatin gemcitabine doublet appears to be cost-saving compared with other platinum doublets. In patients with nonsquamous NSCLC, the incremental cost-effectiveness ratios (ICERs) per life-year gained (LYG) were $83,537, $178,613, and more than $300,000 for cisplatin-pemetrexed compared with, respectively, cisplatin-gemcitabine, cisplatin-carboplatin-paclitaxel, and carboplatin-paclitaxel-bevacizumab. For all primary chemotherapy agents, use of carboplatin is associated with slightly higher costs than cisplatin. In all the analysis, bevacizumab had an ICER greater than $150,000 per quality-adjusted life-year (QALY). In epidermal growth factor receptor mutated advanced NSCLC, compared with carboplatin-paclitaxel doublet, targeted therapy based on testing available tissue yielded an ICER of $110,644 per QALY, and the rebiopsy strategy yielded an ICER of $122,219 per QALY. Compared with the triplet carboplatin-paclitaxel-bevacizumab, testing and rebiopsy strategies had ICERs of $25,547 and $44,036 per QALY, respectively. In an indirect comparison, ICERs per LYG and QALY of erlotinib versus gefitinib were $39,431 and $62,419, respectively. In anaplastic lymphoma kinase-positive nonsquamous advanced NSCLC, the ICER of first-line crizotinib compared with that of chemotherapy was $255,970 per QALY. For maintenance therapy, gefitinib had an ICER of $19,214 per QALY, erlotinib had an ICER of $127,343 per LYG, and pemetrexed had an ICER varying between $183,589 and $205,597 per LYG. Most recent NSCLC strategies are based on apparently no cost-effective strategies if we consider an ICER below $50,000 per QALY an acceptable threshold. We need, probably on a countrywide level, to have a debate involving public health organizations and pharmaceutical companies, as well as clinicians and patients, to challenge the rising costs of managing lung cancer.