The purpose of this study is to find out what effects, good and/or bad, the drug nintedanib in combination with steroids, has on the lungs. Furthermore, such treatments' side effects will be studied together with quality of life. In addition, the investigators would like to determine whether they can find markers in the blood which predict worsening lung injury.

Inclusion Criteria:

• Histologically/cytologically proven primary thoracic or breast malignancy, lymphoma or lung metastases (which are not required to be biopsy-proven) treated with definitive intent at MSK
• Prior treatment with thoracic radiotherapy completed >4 weeks and ≤ 9 months prior to enrollment
• Radiographic evidence of radiation pneumonitis on a CT scan of the chest with or without contrast
• Newly diagnosed clinical grade 2 or higher radiation pneumonitis according to CTCAE version 4.0 criteria
• Age≥18 years
• KPS > 70%
• Reduction of any acute toxicity from radiation treatment to grade 1
• Written informed consent signed prior to entry into the study

Exclusion Criteria:

• Current oral steroid use > 4 weeks prior to registration
• Ongoing treatment with radiotherapy to thorax, cytotoxic or biological therapies for this malignancy, except the following therapies which are permitted: Pembrolizumab, Nivolumab, Afatinib and all hormonal therapies.
• Mean esophageal radiation dose >45 Gy
• Diagnosis of diffuse radiation pneumonitis
• Untreated or symptomatic brain metastases or leptomeningeal disease
• Liver metastases
• Other active malignancies requiring oncologic treatment (Note: non-melanoma skin cancer, superficial bladder cancer etc. are eligible)
• Radiographic evidence of cavitary or necrotic tumor and local invasion of major blood vessels
• Active chronic Hepatitis C and/or B infection
• Gastrointestinal disorders that would interfere with drug absorption
• AST > 1.5 x ULN, ALT>1.5 x ULN and Bilirubin > 1.5 x ULN
• ≥ Grade 2 proteinuria, creatinine >1.5x ULN or GFR <45 ml/min
• Other investigational therapy received within 8 weeks prior to screening visit
• Pregnant women or women who are breast feeding or of child bearing potential not using a highly effective method of birth control for at least one month prior to enrollment1
• Sexually active males not committing to birth control during the course of the study (except if their partner is not of childbearing potential)
• Conditions that may affect the patient's ability to participate in this trial, e.g. known or suspected active alcohol or drug abuse
• Inherited predisposition to bleeding or thrombosis, INR >2, PT and PTT >1.5x ULN
• History of bleeding disorders or thrombotic events, e.g. hemorrhagic or thrombotic events within 12 months, clinically significant or tumor-related hemoptysis, active gastrointestinal bleeding or ulcers or major injuries or surgery
• ANC < 1.5 K/mcL, Platelets < 100 K/mcL, Hemoglobin < 9.0 g/dl
• Concomitant treatment with any of the following drugs: azathioprine, cyclophosphamide, cyclosporine, pirfenidone, full dose anticoagulation (vitamin K antagonists, dabigatran, heparin, etc.), fibrinolysis and high dose anti-platelet therapy (ex. Plavix 150mg)^2 Myocardial infarction or unstable angina within 6 or 1 month of starting nintedanib treatment, respectively
• Known inherited predisposition to thrombosis
• Patient with a history of a thrombotic event within 12 months of starting nintedanib treatment
• Known predisposition to bleeding
• Patients with severe hepatic impairment
• History of a gastrointestinal perforation