What kind of drugs do we.prescribe to a patient with lung cancer to help with the pain ? and for which reason a physician wouldn't give the medication to the person with the prescription (financial reasons) ?

There are multiple choices for pain control depending on the source and danger to the patient. A common one used with the severe pain of cancer patient has the side effect of reducing respiratory drive. Give too much and they stop breathing. In many places that is viewed as assisted suicide. Any questions you have about pain control/care should be directed to the treatment team.