This population will consist of subjects with stage IIIB, IV or recurrent NSCLC who have been previously treated. The study consists of two parts, Part 1 and Part 2. Part 1 is an open label, safety run-in, which is designed to confirm the safety and tolerability of INCB039110 in combination with docetaxel and to select a dose to be evaluated in Part 2. During Part 1 subjects will receive open label INCB039110 and docetaxel.