Study Evaluating the Safety of Rovalpituzumab Tesirine for Third-Line and Later Treatment of Subjects With Relapsed or Refractory Small Cell Lung Cancer

* Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1. * Minimum life expectancy of at least 12 weeks. * Laboratory values meeting the criteria specified in the protocol. * Histologically or cytologically confirmed Small Cell Lung Cancer (SCLC) with documented disease progression after at least 2 prior systemic regimens, including at least one platinum-based regimen. * Delta-Like Protein 3 (DLL3)-expressing SCLC based on central immunohistochemistry (IHC) assessment of banked or otherwise representative tumor tissue. * Measurable disease as described per protocol. * In participants with a history of central nervous system (CNS) metastases, documentation of stable or improved status based on brain imaging for at least 2 weeks after completion of definitive treatment and within 2 weeks prior to first dose of study drug, off or on a stable dose of corticosteroids.

* Documented history of a cerebral vascular event (stroke or transient ischemic attack), unstable angina, myocardial infarction, or cardiac symptoms consistent with New York Heart Association Class III - IV within 6 months prior to first dose of study drug. * Recent or on-going serious infection. * History of other invasive malignancy that has not been in remission for at least 3 years. * History of exposure to a pyrrolobenzodiazepine (PBD)-based drug or known hypersensitivity to rovalpituzumab tesirine or excipient contained in the drug formulation. * Known hypersensitivity to biopharmaceuticals produced in Chinese hamster ovary cells. * Documented history of capillary leak syndrome. * Grade 2 or higher pleural or pericardial effusion within 4 weeks of investigational drug start, or earlier history of recurrent Grade 2 or higher effusions with ongoing requirements for pericardiocentesis or thoracentesis.