For more information regarding Bristol Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Histological or cytological confirmation of metastatic and/or unresectable metastatic colorectal, prostate, pancreatic, breast, ovarian, or urothelial carcinoma with measureable disease per RECIST v1.1 - Presence of at least 2 lesions: at least one with measurable disease as defined by RECIST v1.1 for solid tumors for response assessment; at least 1 lesion must be 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 in the advanced or metastatic setting, if such a therapy exists, and have been considered for all other potentially efficacious therapies prior to enrollment - ECOG performance status less than or equal to 2 Exclusion Criteria: - Participants with active central nervous system (CNS) metastases, untreated CNS metastases, or with the CNS as the only site of disease - Participants with carcinomatous meningitis - Cytotoxic agents, unless at least 4 weeks have elapsed from last dose of prior anti-cancer therapy and initiation of study treatment - Non-cytotoxic agents, unless at least 4 weeks or 5 half-lives (whichever is shorter) have elapsed from the last dose of prior anti-cancer therapy and the initiation of study treatment - Participants with active, known, or suspected autoimmune disease Other protocol defined inclusion/exclusion criteria could apply