This is a single-institution, open-labeled study using fingolimod (FTY720/Gilenya) in patients with non-small cell lung cancer (NSCLC) and small cell lung cancer (SCLC) who have progressed on chemo-immunotherapy. The study design will be a 6 patient safety lead-in with 2 cohorts of patients for efficacy analysis where fingolimod 0.5 mg will be taken orally once daily.