For more information regarding BMS clinical trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Potential subjects must have advanced Melanoma (stage III or IV as confirmed by biopsy) with spread to other sites in the body and unable to be removed by surgery. - Potential subjects must be newly diagnosed with advanced melanoma and received no treatment for the advanced disease. NOTE: Prior adjuvant or neoadjuvant melanoma therapy (including anti-CTLA-4, anti-PD-1, anti-PD-L1, anti-PD-L2, or any other antibody or drug specifically targeting T-cell costimulation or checkpoint pathways, such as anti-CD-137) is permitted if the therapy was used in the adjuvant or neoadjuvant setting but not in the metastatic setting. These drugs must be discontinued 6 months prior to study entry and the side effects related to the prior therapy resolved. - Potential subjects (with disease spread to brain) who previously received primary treatment are permitted if there was no evidence of disease as confirmed by the MRI (at least 2 weeks after the primary treatment is complete and with in 6 weeks of the first dose of the study drug). Potential subjects must not have received intravenous steroid treatment (>10 mg/day) intravenously for at least 2 weeks prior to study drug administration. Exclusion Criteria: - Leptomenigeal metastases - Subjects with autoimmune disease. Subjects with Type I diabetes mellitus, hypothyroidism only requiring hormone replacement, skin disorders (such as vitiligo, psoriasis, or alopecia) not requiring systemic treatment, or conditions not expected to recur in the absence of an external trigger are permitted to enroll. - All side effects from previous primary treatments other than alopecia, fatigue, or peripheral neuropathy must have resolved to Grade 1 or baseline before administration of study drug.