This is an open-label, Phase 1/2 study in subjects with advanced or metastatic solid tumors. The study will be divided into 2 parts (Part 1 and 2). Part 1 is a dose-escalation assessment to evaluate the safety and tolerability of the DNA methyltransferase inhibitor azacitidine in combination with the programmed death receptor-1 (PD-1) inhibitor pembrolizumab and the indoleamine 2,3-dioxygenase (IDO-1) inhibitor epacadostat. Once the recommended doses have been determined, subjects with previously treated NSCLC and microsatellite-stable colorectal cancer (CRC) will be enrolled into expansion cohorts in Part 2.