Lung cancer, primarily non-small cell lung cancer (NSCLC), remains one of the leading contributors to cancer-related mortality worldwide. The tumor immune microenvironment (TIME) critically influences tumor progression, metastasis, prognosis, and therapeutic responses. Emerging evidence highlights the significant role of long non-coding RNAs (lncRNAs) in mediating tumor-immune interactions, thereby underscoring their potential as biomarkers and therapeutic targets. This review synthesizes current knowledge of lncRNAs expressed by immune and tumor cells in NSCLC. Immune cell-derived lncRNAs regulate the differentiation and function of specific immune cell subsets; tumor cell-derived lncRNAs modulate immune checkpoint molecules, immune evasion pathways, and immune cell infiltration and polarization. Collectively, these lncRNAs shape anti-tumor immunity and therapy responses. We provide an overview of their expression, prognostic relevance, functional effects, and underlying molecular mechanisms, classified by level of evidence spanning clinical, preclinical, and in silico studies. We then discuss convergent regulatory nodes shared across lncRNAs, lncRNA-mediated immune checkpoint inhibitor response and resistance, and therapeutic targeting strategies. Finally, we highlight emerging technological frontiers for lncRNA profiling in the TIME, alongside key limitations and future directions of the field.