The purpose of this study is to see how much of the drug Yervoy can be safely tolerated when it is given to people who are also receiving a drug called Sylatron. Investigators also wish to find out whether the addition of Yervoy increases the chance that Sylatron will cause a rise in the level of antibodies in the patient's blood that recognize their own tissues, known as "autoimmune" antibodies. Investigators also want to find out how likely it is that their tumor will shrink.

Inclusion Criteria:

• Must have cytologically or histologically-confirmed and unresectable melanoma, previously untreated systemically other than a BRAF inhibitor for metastatic disease, meeting one of the following American Joint Committee on Cancer (AJCC) staging criteria: AJCC Stage IV (Tany,Nany,M1); AJCC Stage IIIB/C patients with unresectable nodal/locoregional involvement; Patients with cutaneous, ocular or mucosal melanoma are eligible
• Must have adequate hepatic, renal and bone marrow function as defined by the following parameters obtained within 4 weeks prior to initiation of study treatment. Hematologic Criteria: white blood count (WBC) >/= 3.0 x 10^9/L, Platelet > 100 x 10^9/L, Hemoglobin >/= 9 g/dL or 5.6 mmol/L; Renal and Hepatic Functional Criteria: Serum creatinine < 2.0 mg/dL or < 140 μmol/L, serum glutamic oxaloacetic transaminase (SGOT) and serum glutamic pyruvic transaminase (SGPT) < 2 times upper normal limit of laboratory normal (ULN)
• Must have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1
• Must give informed consent according to institutional policy
• Must be willing to give written informed consent and must be able to adhere to dose and visit schedules
• Female patients of childbearing potential must be using a medically accepted method of birth control prior to Screening and agree to continue its use during the study or be surgically sterilized (e.g., hysterectomy or tubal ligation). Females of childbearing potential should be counseled in the appropriate use of birth control while in this study. Females who are not currently sexually active must agree and consent to use one of the above-mentioned methods should they become sexually active while participating in the study.
• Female patients of childbearing potential must have a negative serum pregnancy test (beta-hCG) at Screening.

Exclusion Criteria:

• Female patients who are pregnant, intend to become pregnant, or are nursing
• Previously treated with interferon alpha 2b, Sylatron or Yervoy therapy for melanoma
• Patients whose disease can be completely surgically resected
• Have not recovered from the effects of recent surgery
• Patients with a history of prior malignancy within the past 2 years other than surgically cured squamous or basal cell carcinoma of the skin, or cervical carcinoma in situ
• Have severe cardiovascular disease, i.e., arrhythmias requiring chronic treatment, congestive heart failure (NYHA Class III or IV) or symptomatic ischemic heart disease
• Patients with thyroid dysfunction not responsive to therapy
• Patients who, in the opinion of the investigator, have uncontrolled diabetes mellitus
• Suffering from an active autoimmune disease except medically controlled hypothyroidism and vitiligo
• An active and/or uncontrolled infection, including active hepatitis
• Have a history of seropositivity for HIV
• Pre-existing psychiatric condition, including but not limited to: History of severe depression (including Hospitalization for depression, Electroconvulsive therapy for depression, Depression that resulted in a prolonged absence from work and/or significant disruption of daily functions); Suicidal of homicidal ideation and/or suicidal or homicidal attempt; History of severe psychiatric disorders (e.g., psychosis, post-traumatic stress disorder or mania); Past history or current use of lithium and/or antipsychotic drugs
• A clinical diagnosis of substance abuse of the one or more of the following drugs, within the following timeframes, (not including time spent in detoxification, hospitalization or incarceration): Alcohol, intravenous drug use (IVDU), inhalational, psychotropics, narcotics, cocaine, prescription or over-the-counter drugs: within 1 year of the Screening visit; Receiving methadone, buprenorphine hydrochloride (HCL), and/or butorphanol tartrate within 1 year of Screening visit, unless participant has drug screen negative for other (non-narcotic) drugs documented in past year and repeated negative within 2 months of Screening visit; Multi-drug abuse (2 or more substances in 17a and 17b) within 3 years of Screening visit; If the patient's historic marijuana use is deemed excessive by the principal investigator (PI), or medically qualified individual or is interfering with the patient's life, then the patient is not eligible and should not be screened. If patient's marijuana use is not deemed excessive by PI and does not interfere with life, the patient must be instructed to discontinue any current use of recreational marijuana prior to entry into study.
• Patients with a medical condition requiring chronic systemic corticosteroids
• Known to be allergic to the drug substance or any of the excipients in the Sylatron or Yervoy formulation
• Patients who are in a situation or have any condition that, in the opinion of the investigator, may interfere with optimal participation in the study
• Have used any investigational drugs within 30 days of study entry
• Are participating in any other clinical treatment study

All evaluable participants will be those who completed treatment per study criteria.

4 years, 1 month