For more information regarding Bristol Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com. Inclusion Criteria: - Men and women must follow methods of contraception as described in the protocol Part 1 Arms A and B: Metastatic Melanoma - Previously untreated, histologically confirmed stage IV melanoma, as per American Joint Committee on Cancer (AJCC) staging system v.8.0 Part 1 Arm A:Advanced/mUC - Participants with histologically or cytologically confirmed urothelial carcinoma. Part 1 Arm A: Advanced HCC - Participants with histological confirmation of Hepatocellular Cancer (HCC) Part 2 Arm A: Metastatic NSCLC - Participants with histologically confirmed stage IV or recurrent Non Small Cell Lung Cancer (NSCLC) Part 2 Arm B: Advanced or Metastatic RCC - Histological confirmation of Renal Cell Carcinoma (RCC) - ECOG Performance Status of 0 or 1 and for RCC (Part 2 Arm B), Karnofsky performance status ≥ 70% Exclusion Criteria: - History of allergy or hypersensitivity to study drug components Part 1 Arm A: Advanced HCC - History of hepatic encephalopathy or evidence of portal hypertension - Active coinfection with hepatitis D virus infection in participants with HBV Part 2 Arm A:Metastatic NSCLC - Participants with known ALK translocations and EGFR mutation that are sensitive to available targeted inhibitor therapy Other inclusion/exclusion criteria apply.