Melanoma patients with brain metastases have a very poor outcome. Most patients with brain metastases will die from CNS related death. Radiation therapy is an effective treatment for patients with brain metastases for symptom palliation and survival benefit. Patients with multiple metastases are typically treated with whole brain radiation treatment (WBRT). For patients with a few metastases, stereotactic radiosurgery (SRS) alone can be used as an alternative. CTLA-4 (Cytotoxic T-Lymphocyte Antigen 4) antibody, Ipilimumab has shown efficacy in metastatic melanoma and unresectable melanoma. Treatment with high doses of radiation therapy would result in tumor cell death, releasing tumor debris and liberating potential tumor antigens. We hypothesize that combining radiation therapy with Ipilimumab will facilitate immune recognition of these novel tumor-specific antigens, yielding a synergistic effect. Further, the hypothesis of this study is that this combination could focus the immune system on tumor antigens and minimize the aberrant immune activation in normal tissues, consequently reducing the incidence of irAE's (immune related adverse effect). Combination of radiation treatment with Ipilimumab will likely result in better local control, decrease the risk of developing new brain metastases, and improved overall survival. However, the safety profile and toxicities of combining Ipilimumab with brain radiation treatment are unknown. The current phase I study will assess the safety profile of combining different doses of Ipilimumab with standard dose radiation treatment either with WBRT or SRS. The MTD (maximum tolerated dose) will be determined, as well as a recommended phase II trial dose of Ipilimumab.