Early, longitudinal involvement of palliative care in the outpatient management of patients with advanced cancer improves patient-reported and end-of-life outcomes. While recommended by national organizations as the standard of care, this model uses substantial palliative care resources, which has led to limited dissemination across care settings. In this multi-site study, the researchers will perform a multi-site randomized trial of a "stepped" palliative care approach versus early integrated palliative care in patients with advanced lung cancer. The trial will be conducted at the Abramson Cancer Center of the Hospital of the University of Pennsylvania, the Massachusetts General Hospital Cancer Center, and the Duke Cancer Institute. By demonstrating the non-inferiority of a stepped palliative care model to early integrated palliative care, the researchers aim to define a role for this more accessible, scalable and patient-centered approach to ambulatory palliative care.