In Situ Immunomodulation With CDX-301, Radiation Therapy, CDX-1140 and Poly-ICLC in Patients w/ Unresectable and Metastatic Solid Tumors

Inclusion Criteria: * Have clinically or pathologically confirmed diagnosis of unresectable and metastatic melanoma, cutaneous SCC, basal cell carcinoma, Merkel cell carcinoma, high-grade bone and soft tissue sarcoma or HER2/neu (-) breast cancer with no curative treatment options. * The unresectable disease to be irradiated and injected with medications must be located in breast, dermal, subcutaneous, or soft tissue, or lymph nodes with the longest axis of the tumor 2-7 centimeters, and should be considered safe for injection by the investigator. * The metastatic disease must be measured per irRECIST criteria. * Patient must have lesion that can be biopsied and is willing to undergo the procedure as part of the protocol. * Have an Eastern Cooperative Oncology Group (ECOG) performance status of =\< 1. * Participants of child-bearing potential and men must agree to use adequate contraceptive methods (e.g., hormonal or barrier method of birth control; abstinence) prior to study entry. Should a woman become pregnant or suspect she is pregnant while she or her partner is participating in this study, she should inform her treating physician immediately. * For patients with history of radiotherapy to the same location that will be treated on study, he/she will be eligible only if the prior radiation dose was under or equal to 68 Gy total and delivered more than 6 months prior to planned re-treatment. (The cumulative dose received to the irradiated area will be no more than 87 Gy t…