My grandfather is in the advance stages of lung cancer and is experiencing excruciating pain in his hip at the moment. are these linked?

Could be: Yes, it could be.Lung cancer commonly spreads to different organs including bones, lung, liver, lymph glands, brain etc. He should go to see his oncologist and get checked. It there is evidence of spreading to the bones- certain things can be done to relieve his pain- such as- radiation, surgery (if needed-such as in case of impending fracture on the femur etc); xgeva (denosumab) or zometa, pain meds etc.

Likely: Could be as simple as arthritis, bursitis etc. But needs evaluation for possible metastasis.