SMMART Adaptive Clinical Treatment (ACT) Trial

Inclusion Criteria: * PRE-SCREENING: Written informed consent prior to any pre-screening activities, study-specific procedures or interventions. * PRE-SCREENING: At least 18 years of age at time of informed consent. Persons of all gender identities, biological sexes, races, and ethnicities will be included. * PRE-SCREENING: A diagnosis of advanced sarcoma or advanced prostate, breast, ovarian, or pancreatic cancer. Change in an individual's cancer can be tracked objectively according to the Prostate Cancer Working Group 3 (PCWG3) criteria for prostate cancer, and Response Evaluation Criteria in Solid Tumors version 1.1 (RECIST v1.1) criteria for sarcomas and breast, ovarian, and pancreatic cancers. * PRE-SCREENING: Biospecimen collection, as per institutional standards, must be consented to and collection must be feasible, with the following exceptions for tissue collections: * Individuals with a prior successful SMMART-CAP tumor tissue sample collected within the last 90 days may be eligible, given that =\<1 treatment has been received within =\< 90 days of that biopsy. * PRE-SCREENING: Eastern Cooperative Oncology Group (ECOG) performance status of =\< 2. * PRE-SCREENING: Physician assessed life expectancy of \>= 6 months. * PRIMARY TREATMENT: Documented progression after at least 1 line of prior therapy for advanced disease. If recurrence occurred within 6 months of the last dose of an adjuvant/neoadjuvant therapy, that adjuvant/neoadjuvant therapy will count as 1 line…