PURPOSE: Identifying molecular and immune features to guide immune checkpoint inhibitor (ICI)-based regimens remains an unmet clinical need. EXPERIMENTAL DESIGN: Tissue and longitudinal blood specimens from phase III trial S1400I in patients with metastatic squamous non-small cell carcinoma (SqNSCLC) treated with nivolumab monotherapy (nivo) or nivolumab plus ipilimumab (nivo+ipi) were subjected to multi-omics analyses including multiplex immunofluorescence (mIF), nCounter PanCancer Immune Profiling Panel, whole-exome sequencing, and Olink. RESULTS: Higher immune scores from immune gene expression profiling or immune cell infiltration by mIF were associated with response to ICIs and improved survival, except regulatory T cells, which were associated with worse overall survival (OS) for patients receiving nivo+ipi. Immune cell density and closer proximity of CD8+GZB+ T cells to malignant cells were associated with superior progression-free survival and OS. The cold immune landscape of NSCLC was associated with a higher level of chromosomal copy-number variation (CNV) burden. Patients with LRP1B-mutant tumors had a shorter survival than patients with LRP1B-wild-type tumors. Olink assays revealed soluble proteins such as LAMP3 increased in responders while IL6 and CXCL13 increased in nonresponders. Upregulation of serum CXCL13, MMP12, CSF-1, and IL8 were associated with worse survival before radiologic progression. CONCLUSIONS: The frequency, distribution, and clustering of immune cells relative to malignant ones can impact ICI efficacy in patients with SqNSCLC. High CNV burden may contribute to the cold immune microenvironment. Soluble inflammation/immune-related proteins in the blood have the potential to monitor therapeutic benefit from ICI treatment in patients with SqNSCLC.