For more information regarding Bristol-Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Advanced solid tumors - Histological or cytological confirmation of a malignancy that is advanced (metastatic and/or unresectable) with measureable disease as defined by Response Evaluation Criteria In Solid Tumors (RECIST) v1.1 or PCWG3 (prostate only). - At least 1 lesion accessible for biopsy in addition to the target lesion - Participants must have received, and then progressed or been intolerant to, at least 1 standard treatment regimen - Eastern Cooperative Oncology Group (ECOG) performance status ≤2 Exclusion Criteria: - Participants with active central nervous system (CNS) metastases, untreated CNS metastases, or with the CNS as the only site of disease are excluded (controlled brain metastases will be allowed to enroll) - Participants with carcinomatous meningitis - Prior malignancy active within the previous 2 years except for locally curable cancers that have been apparently cured, such as basal or squamous cell skin cancer, superficial bladder cancer, or carcinoma in situ of the prostate, cervix, or breast - Active, known, or suspected autoimmune disease - Uncontrolled or significant cardiovascular disease - Participants with known allergies to egg products, neomycin and tetanus toxoid. - Prior adverse reaction to tetanus toxoid- containing vaccines. Other protocol defined inclusion/exclusion criteria could apply