Patients must not have received prior immunotherapy (previous immune checkpoint inhibitors; single agent and/or combination therapy with anti-CTLA-4, anti-PD-1, anti-PD-L1), except for NSCLC patients enrolled in part 3 Patients must have measurable disease, defined as at least one lesion that can be accurately measured in at least one dimension (longest diameter to be recorded for non-nodal lesions and short axis for nodal lesions) as >20 mm with conventional techniques or as >10 mm with spiral computer tomography (CT) scan, Magnetic Resonance Imaging (MRI), or calipers by clinical exam.