As of 2022, lung cancer is the most commonly diagnosed cancer worldwide, with the highest mortality rate. There are three main histological types of lung cancer, and it is more important than ever to accurately identify the subtypes since the development of personalized, type-specific targeted therapies that have improved mortality rates. Traditionally, the gold standard for the confirmation of histological subtyping is tissue biopsy and histopathology. This, however, comes with its own challenges, which call for newer sampling techniques and adjunctive tools to assist in and improve upon the existing diagnostic workflow. This review aims to list and describe studies from the last decade (n = 47) that investigate three such potential omics techniques—namely (1) transcriptomics, (2) proteomics, and (3) metabolomics, as well as immunohistochemistry, a tool that has already been adopted as a diagnostic adjunct. The novelty of this review compared to similar comprehensive studies lies with its detailed description of each adjunctive technique exclusively in the context of lung cancer subtyping. Similarities between studies evaluating individual techniques and markers are drawn, and any discrepancies are addressed. The findings of this study indicate that there is promising evidence that supports the successful use of omics methods as adjuncts to the subtyping of lung cancer, thereby directing clinician practice in an economical and less invasive manner.