(1) Background: Despite the complementarity between radiology and histopathology, both from a diagnostic and a prognostic perspective, quantitative analyses of these modalities are usually performed in disconnected silos. This work presents initial results for differentiating two major non-small cell lung cancer (NSCLC) subtypes by exploring cross-scale associations between Computed Tomography (CT) images and corresponding digitized pathology images. (2) Methods: The analysis comprised three phases, (i) a multi-resolution cell density quantification to identify discriminant pathomic patterns for differentiating adenocarcinoma (ADC) and squamous cell carcinoma (SCC), (ii) radiomic characterization of CT images by using Haralick descriptors to quantify tumor textural heterogeneity as represented by gray-level co-occurrences to discriminate the two pathological subtypes, and (iii) quantitative correlation analysis between the multi-modal features to identify potential associations between them. This analysis was carried out using two publicly available digitized pathology databases (117 cases from TCGA and 54 cases from CPTAC) and a public radiological collection of CT images (101 cases from NSCLC-R). (3) Results: The top-ranked cell density pathomic features from the histopathology analysis were correlation, contrast, homogeneity, sum of entropy and difference of variance; which yielded a cross-validated AUC of 0.72 ± 0.02 on the training set (CPTAC) and hold-out validation AUC of 0.77 on the testing set (TCGA). Top-ranked co-occurrence radiomic features within NSCLC-R were contrast, correlation and sum of entropy which yielded a cross-validated AUC of 0.72 ± 0.01. Preliminary but significant cross-scale associations were identified between cell density statistics and CT intensity values using matched specimens available in the TCGA cohort, which were used to significantly improve the overall discriminatory performance of radiomic features in differentiating NSCLC subtypes (AUC = 0.78 ± 0.01). (4) Conclusions: Initial results suggest that cross-scale associations may exist between digital pathology and CT imaging which can be used to identify relevant radiomic and histopathology features to accurately distinguish lung adenocarcinomas from squamous cell carcinomas.