For more information regarding BMS clinical trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Subjects must have mCRPC,RCC, MEL, Non-small-cell lung cancer (NSCLC), or Colorectal Cancer (CRC), that is advanced (non-resectable), or recurrent and for which no alternative, curative standard exists - Eastern Cooperative Oncology Group (ECOG) Performance Status of 0-2 - Must have at least 1 measurable lesion - Subjects with mCRPC and with only non-measurable bone lesions must have either progression new lesions or have Prostate-specific antigen (PSA) progression within the 6-week period before study administration - At least 1 and up to 5 prior systemic therapies for advanced/recurrent disease - Prior treated brain or meningeal metastases must be without Magnetic resonance imaging (MRI) evidence of progression for at least 8 weeks and off immunosuppressive doses of systemic steroids for at least 2 weeks before study drug administration - Prior systemic radiation therapy must have been completed at least 4 weeks before study drug administration. Prior focal radiotherapy completed at least 2 weeks prior to study drug administration - Immunosuppressive doses of systemic medications, such as steroids or absorbed topical steroids must be discontinued at least 2 weeks before study drug administration - Prior surgery that required general anesthesia must be completed at least 2 weeks before study drug administration. Surgery requiring local/epidural anesthesia must be completed at least 72 hours before study drug administration Exclusion Criteria: - History of severe hypersensitivity reactions to other Monoclonal antibody (mAb)s - Subjects with any active autoimmune disease or a documented history of autoimmune disease, or history of syndrome that required systemic steroids or immunosuppressive medications, except for subjects with vitiligo or resolved childhood asthma/atopy - Prior therapy with an anti-Programmed death-1 (PD-1), anti-PD-L1, anti-PD-L2, or anti- Cytotoxic t-lymphocyte antigen-4 (CTLA-4) antibody (or any other antibody targeting T cell co-stimulation pathways) - Known history of Human Immunodeficiency Virus - Active infection requiring therapy, positive tests for Hepatitis B surface antigen or Hepatitis C ribonucleic acid (RNA) - Underlying medical conditions that will make the administration of study drug hazardous - Concurrent medical condition requiring the use of immunosuppressive medications, or immunosuppressive doses of systemic or absorbable topical corticosteroids - Use of other investigational drugs (drugs not marketed for any indication) within 28 days or at least 5 half-lives (whichever is longer) before study drug administration