Even when small cell lung cancer responds well to treatment with chemotherapy, it has a tendency to grow back and to spread. The investigators are interested in testing new therapies aimed at decreasing this risk. This study tests a vaccine, which is a substance injected under the skin which can cause an immune response. The hope is that the body will make antibodies to the vaccine which will also react against the cancer. The vaccine is specific for small cell lung cancer. It combines several components (small cell lung cancer targets) that have been tested individually in patients with small cell lung cancer or other cancers (GD2, GD3, Globo H, Fucosyl GM1 and N-propionylated polysialic acid). Two other substances (KLH and OPT-821) are added which boost the immune system.