Avelumab, Utomilumab, Anti-OX40 Antibody PF-04518600, and Radiation Therapy in Treating Patients With Advanced Malignancies

Inclusion Criteria: * Subjects must be refractory to, or intolerant of, established therapy known to provide clinical benefit for their conditions, or where subjects refuse existing therapies. * Subjects must have measurable disease (RECIST v 1.1) or patients may have bone metastatic disease evaluable by Prostate Cancer Working Group 2 (PCWG2) for subjects with metastatic castration-resistant prostate cancer (CRPC) or according to tumor evaluation criteria best suitable and accepted for the tumor type evaluated. * Eastern Cooperative Oncology Group (ECOG) performance status of 0-1. * Platelets \>= 100 x 10\^9/L (For patients with hepatocellular carcinoma, platelets \>= 70 x 10\^9/L). * Hemoglobin \>= 9 g/dL. * Absolute neutrophil count (ANC) \>= 1.5 x 10\^9/L. * White blood cell (WBC) \>= 3 x 10\^9/L. * Alanine transaminase (ALT) =\< 2.5 x upper normal limit (ULN) (=\< 5 x ULN for subjects with documented metastatic disease to the liver). * Aspartate aminotransferase (AST) =\< 2.5 x ULN (=\< 5 x ULN for subjects with documented metastatic disease to the liver). * Alkaline phosphatase \< 4 x ULN. * Total bilirubin =\< 1.5 x ULN (In the expansion cohort, subjects with Gilbert's syndrome \[hereditary indirect hyperbilirubinemia\] who must have a total bilirubin of =\< 3 x ULN). * Albumin \>= 3 g/dL. * Serum creatinine =\< 2 x upper limit of normal (ULN) or estimated creatinine clearance \>= 30 ml/min as calculated using the Cockcroft-Gault formula. * Subject has recovered to gr…