The purpose of this study is to investigate the characteristics of tumors in patients treated with nivolumab and to identify features that help to predict a good or bad response to this drug.

Inclusion Criteria:

1. Subjects must have signed and dated an IRB approved written informed consent in accordance with regulatory and institutional guidelines. This must be obtained before the performance of any protocol related procedures that are not part of normal subject care.

2. Subjects must be willing and able to comply with scheduled visits, treatment schedule, laboratory tests, tumor biopsies, and other requirements of the study.

3. Pathologically confirmed locally advanced or metastatic disease per the treating institution's standard of care of the following tumor types

   Subjects with histologically confirmed locally advanced/unresectable or metastatic melanoma who meet all of the following criteria:

   i. Subjects have received any number of prior lines of therapy or may be treatment naïve ii. If the subject has been treated with a prior line of therapy, they must have had disease progression or be refractory to treatment

   OR

   b. Subjects with histologically or cytologically confirmed locally advanced/unresectable or metastatic urothelial carcinoma (including mixed histologies of urothelial carcinoma with elements of other subtypes) of the renal pelvis, ureter, bladder or urethra (referred to broadly in this protocol as "bladder cancer") who meet the following criteria: i. Subjects must have disease progression or refractory disease after their prior line of therapy. Subjects must have had at least 1 platinum based chemotherapy regimen for the treatment of metastatic or locally advanced unresectable disease. Subjects may have received any number of prior lines of therapy OR

   ii. Subjects with disease recurrence within 1 year of a platinum based neoadjuvant or adjuvant therapy for bladder cancer.

   OR

   iii. The subject actively refuses chemotherapy for the treatment of metastatic or locally advanced disease considered as standard treatment for this disease stage (i.e. a patient who has relapsed >1 year after treatment with neoadjuvant or adjuvant chemotherapy), despite being informed by the investigator about the treatment options. The subject's refusal must be documented.

4. Subjects must have measurable disease by CT scans or MRI per RECIST 1.1 criteria. Radiographic tumor assessment must be performed within 28 days prior to first dose of study drug.

5. Eastern Cooperative Oncology Group (ECOG) performance status of 0-1.

6. Age ≥ 18 years.

7. Subjects must consent to allow for the acquisition of tumor sample prior to starting treatment on study (in most cases patients will require a tumor biopsy). This biopsy site may be the only site of measurable disease if the site is > 2 cm. The biopsy site must, in the opinion of the investigator, be likely to yield acceptable tumor sample for core biopsies as described in Appendix 4. It is also acceptable if tumor sample is obtained by excision biopsy or during surgery (i.e. if procedure was previously planned), provided the tumor sample can be processed as described in Appendix 4. In the case that a patient had a tumor sample acquired prior to consenting to the study and this tumor sample is acceptable for processing as described in Appendix 4 (i.e. frozen sample stored) and the tumor sample was acquired within 60 days of starting treatment, this is acceptable and a new biopsy will not be required.

8. Willingness to adhere to the study visit schedule and prohibitions as specified in this protocol.

9. Expected survival of at least 4 months.

10. At the time of day 1 of the study, patients must have completed chemotherapy, targeted therapy, investigational therapy, other immunotherapy, radiation therapy or major surgery (requiring general anesthesia) at least 28 days before administration of the first dose of nivolumab. Patients undergoing minor surgical procedures and biopsies that do not require general anesthesia may begin receiving study therapy if sufficiently recovered as determined by the treating investigator. Patients may have received prior focal radiotherapy for palliation of an isolated site of disease, which must be completed at least 14 days prior to day 1 of the study.

    Palliative (limited-field) radiation therapy is permitted during treatment with study drug (s), if all of the following criteria are met:

    1. The lesion being considered for palliative radiation is not a target lesion
    2. Radiation treatment is administered 12 weeks or greater after their first dose of study drug.

11. All baseline laboratory requirements will be assessed and should be obtained within 14 days of the first dose of study drug. Screening laboratory values must meet the following criteria:

White blood cells (WBCs) ≥ 2000/μL

Neutrophils ≥ 1000/μL

Platelets ≥ 100 x 103/μL

Hemoglobin ≥ 9.0 g/dL

Serum creatinine ≤ 1.5 x ULN (or glomerular filtration rate ≥ 40mL/min)

Bilirubin ≤ 1.5 x ULN (except subjects with Gilbert's syndrome who must have total bilirubin ≤ 3.0mg/dL)

AST and ALT ≤ 3 x ULN

Albumin ≥ 3.0 g/dL

Exclusion Criteria:

1. Active brain metastases or leptomeningeal metastases. Subjects with treated brain metastases are eligible if they meet all of the following criteria:

   1. Must be at least 28 days since craniotomy and resection, stereotactic radiosurgery, or whole brain radiotherapy.
   2. Must have no evidence of progression for at least 4 weeks after treatment is complete and within 28 days prior to first dose of study drug administration.
   3. Must have no requirement for immunosuppressive doses of systemic corticosteroids (> 10 mg/day prednisone equivalents) for at least 2 weeks prior to study drug administration.

2. Any serious or uncontrolled medical disorder that, in the opinion of the investigator, may increase the risk associated with study participation or study drug administration, impair the ability of the subject to receive protocol therapy or interfere with the interpretation of study results.

3. Other prior malignancy active within the previous 2 years except for local or organ confined early stage cancer that has been definitively treated with curative intent or does not require treatment, does not require ongoing treatment, has no evidence of active disease and has a negligible risk of recurrence and is therefore unlikely to interfere with the endpoints of the study.

4. Subjects with active autoimmune disease, symptoms or conditions. Subjects with vitiligo, type I diabetes, residual hypothyroidism due to autoimmune thyroiditis only requiring hormone replacement, asymptomatic laboratory evidence of autoimmune disease (e.g.: +ANA, +RF, antithyroglobulin antibodies), or conditions not expected to recur in the absence of an external trigger are permitted to enroll.

5. Subjects with a condition requiring systemic treatment with either corticosteroids (> 10 mg daily prednisone equivalent) or other immunosuppressive medications within 14 days of first dose of study drug. Inhaled or topical steroids, and adrenal replacement steroid doses are permitted in the absence of active autoimmune disease.

6. Subjects who have received prior therapy with any T cell co-stimulation or checkpoint pathways such as anti-PD-1, anti-PD-L1, anti-PD-L2, anti-CTLA-4, anti-CD137; or other medicines specifically targeting T cells are prohibited. Prior therapy with BCG is permitted. Prior IL-2 is permitted.

7. All toxicities attributed to prior anti-cancer therapy other than alopecia and fatigue must have resolved to grade 1 (CTCAE version 4) or baseline before administration of study drug. Subjects with toxicities attributed to prior anti-cancer therapy and which are not expected to resolve and result in long lasting sequelae such as neuropathy after platinum-based therapy, are permitted to enroll.

8. Positive test for hepatitis B virus (HBV) using HBV surface antigen (HBV sAg) test or positive test for hepatitis C virus (HCV) using HCV ribonucleic acid (RNA) or HCV antibody test indicating acute or chronic infection.

9. Known history of testing positive for human immunodeficiency virus (HIV) or known acquired immunodeficiency syndrome (AIDS).

10. History of allergy to study drug component or history of severe hypersensitivity reaction to any monoclonal antibody

11. Women who are breast feeding or pregnant as evidenced by positive serum pregnancy test (minimum sensitivity 25 IU/L or equivalent units of HCG) done within 14 days of first dosing and urine test within 72 hours of first dosing.

12. Women of childbearing potential *(WOCBP) not using a medically acceptable means of contraception throughout the study treatment and for at least 23 weeks following the last dose of study treatment (5 half-lives of study drug plus 30 days duration of ovulatory cycle).

    *WOCBP are defined as those who has experienced menarche and who has not undergone successful surgical sterilization (hysterectomy, bilateral tubal ligation, or bilateral oophorectomy) or is not postmenopausal. Post-menopausal is defined as: Amenorrhea ≥ 12 consecutive months without another cause, or For women with irregular menstrual periods and on hormone replacement therapy (HRT), a documented serum follicle stimulating hormone (FSH) level > 35 mIU/mL

13. Male subjects who are unwilling to use contraception during the treatment and for at least 31 weeks after the last dose of study treatment (5 half-lives of study drug plus 90 days duration of sperm turnover).

14. Subjects who are compulsorily detained for treatment of either a psychiatric or physical (e.g., infectious disease) illness.