Less Frequent IV Dosing & Tumor Microenvironment (TME) Study of Nemvaleukin Alfa (ALKS 4230) Monotherapy and in Combination With Pembrolizumab (ARTISTRY-3)

Inclusion Criteria: * Patients must have histologically or cytologically confirmed diagnosis of an advanced solid tumor type of cutaneous melanoma, RCC, TNBC, MSS colorectal cancer, MSI-H solid tumors (NOS), or ovarian cancer with at least 1 accessible lesion for biopsy (Cohort 1 TME) * Patients must have histologically or cytologically confirmed epithelial tumor of the fallopian tube, peritoneum, or ovaries, cervical cancer, endometrial cancer, non-small cell lung adenocarcinoma, small cell lung cancer, gastric and gastroesophageal junction adenocarcinoma, esophageal cancer (squamous and adeno cell type), pancreatic cancer, biliary tract tumor (including intra- and extrahepatic cholangiocarcinoma, gall bladder, ampullary type), cutaneous melanoma, mucosal melanoma, head and neck squamous cell carcinoma, or metastatic or advanced breast cancer after treatment failure or intolerance of 1 to 3 established indication specific therapies (Cohort 2) * Patient must have received 1 to 3 prior FDA-approved targeted therapies, failure of adjuvant and neoadjuvant therapy is considered 1 line of treatment * All patients' baseline biopsies must be taken no more than 3 months before Screening and at least 4 weeks after completion of last antineoplastic therapy * Patients must have at least 1 lesion that qualifies as a target lesion * Patients must have adequate hematologic reserve * Patients must have adequate hepatic and renal function * For Cohort 1 (TME) and Part A of Cohort 2 (less fr…