When would you consider local ablative therapy (e.g. SBRT, surgery) for patients with oligometastatic non small cell lung cancer on immunotherapy?

Definitely would treat this exactly as I do for EGFR or ALK-targeted therapy. If the patient is doing well, and most sites of disease continue to be controlled but one is progressing I would consider local ablative therapy.

That being said, I just had a patient doing well with a CR on ipi-nivo for over a year, who started progressing in an axillary node. I biopsy-proved it to be recurrence, and radiated it. Within 5 days of starting radiation, she started having an ascending peripheral neuropathy that progressed over the subsequent 2 weeks to her thighs and upper arms to the point that she can no longer walk or hold a cup. I think it is highly likely that this was triggered by the radiation.

She is on an older trial that gives continuous ipi, however, which I think is a bad idea, and may be responsible for this problem as well.

I agree with Dr Carbone's approach.  But his example where SBRT of an axillary node lead to peripheral neuropathy indicates that SBRT using high doses per fraction is not appropriate for all sites.  At University of Colorado we do radiation therapy for oligoprogression on whatever systemic therapy, if the medical oncologist thinks that that systemic therapy is the best one for the time being.  We use SBRT (high dose per fraction to high total dose in 3-5 fractions) when possible but there are many times when we have to use a more fractionated plan, perhaps 10-15 fractions, or drop the dose per fraction.  We always try to use as few fractions as is safe due to the efficacy and patient convenience.