This is a run-in, randomized, non-comparative, phase II study designed according to a two stages optimal design by Simon. This phase II design will be preceded by a safety evaluation after the first cohort of 6 patients to preserve a high-grade of overlapping and/or unexpected toxicity rate. The study will assess the immune-objective response rate (iORR) (assessed using iRECIST criteria) of nivolumab combined with ipilimumab and guadecitabine or nivolumab combined with ipilimumab, in Melanoma and non-small cell lung cancer (NSCLC) patients resistant to anti-PD-1/PD-L1 therapy. Immune biologic correlates to treatment will be assessed as exploratory endpoints.

Epigenetic alterations play a pivotal role in cancer development and progression. Pharmacologic reversion of such alterations is feasible, second generation "epigenetic drugs" are in development and have demonstrated to possess significant immunomodulatory properties. This knowledge, together with the availability of new and highly effective immuno-therapeutic agents including immune check-point(s) blocking monoclonal antibodies, allows the investigators to plan for highly innovative proof-of-principle combination studies that will likely open the path to more effective anti-cancer therapies. Targeting immune check-point(s) with immunomodulatory monoclonal-antibodies is a novel and rapidly evolving strategy to treat cancer, that is rapidly spreading to different tumor histologies. The prototype approach of this therapeutic modality relies on the inhibition of negative signals delivered by CTLA-4 expressed on T lymphocytes. CTLA-4 blockade has profoundly changed the therapeutic landscape of melanoma, significantly improving the survival of patients; however, objective clinical responses are limited, and only a minority of patients achieves long-term disease control. Therefore, several combination approaches are being explored to improve the efficacy of CTLA-4 blockade. The anti-PD-1 monoclonal antibodies, nivolumab and pembrolizumab, have significantly increased the survival of melanoma and NSCLC patients. Despite this unprecedented efficacy, a significant proportion of melanoma and NSCLC patients fails to respond (primary resistance) or develops secondary resistance to anti-PD-1 treatment over time. Therefore, identifying new mechanism(s) underlying treatment failure(s), and designing novel combination/sequencing therapeutic approaches to overcome primary/secondary resistance is mandatory to improve the overall efficacy of anti-PD-1 therapy. The investigators have first demonstrated that epigenetic immune-modeling of cancer cells represents a key hallmark of cancer, as it impairs functional host's immune recognition of malignant cells; on the other hand, the investigators have shown the potential of epigenetic drugs, including DNA hypomethylating agents (DHA), to sensitize tumor cells to emerging immunotherapies. Based on these pre-clinical in vitro and in vivo findings, the investigators have most recently promoted the clinical translation of the immunomodulatory potential of epigenetic drugs through highly-innovative, hypothesis-driven, clinical trials. Along this line, the ongoing, exploratory, Investigator Initiated Trial (IIT) phase Ib NIBIT-M4 study, has evaluated safety and immunobiologic activities of the epigenetic priming with the next generation DHA guadecitabine followed by CTLA-4 blockade in MM patients (NCT02608437). The results of NIBIT-M4 study support the notion that DHA represent ideal "partner drugs" to improve the therapeutic efficacy of immune-checkpoint blockade, including the foreseeable role in reverting resistance to treatment. The NIBIT-ML1 study will assess the therapeutic efficacy of nivolumab combined with ipilimumab and guadecitabine or nivolumab combined with ipilimumab, in metastatic melanoma and NSCLC patient with primary resistance to anti-PD-1/PD-L1 therapy. Exploratory translational objectives will extensively investigate, on neoplastic cells, tumor microenveroinment and peripheral blood, immune-biologic correlates to treatment.

Inclusion Criteria:

1. Target Population Melanoma cohort A

   1. Histologic diagnosis of malignant melanoma
   2. Unresectable Stage III/Stage IV melanoma patients with resistance to anti-PD-1/PD-L1 and measurable lesions by CT or MRI per iRECIST/RECIST criteria that can be amenable to biopsy
   3. Only one line of immunotherapy for advanced (unresectable Stage III or Stage IV) disease with anti-PD-1/PD-L1 and its combinations; if BRAF mutant one line of targeted therapy is allowed prior to anti-PD-1/PD-L1therapy.

2. Target Population NSCLC cohort B

   1. Histologic or cytologic diagnosis of NSCLC lackingEGFR-sensitizing mutation and/or ALK/ROS1 translocation.
   2. Stage IV NSCLC patients with primary resistance to anti-PD-1/PD-L1 and measurable lesions by CT or MRI per iRECIST/RECIST criteria that can be amenable to biopsy.
   3. Only one line of immunotherapy for advanced (unresectable Stage III or Stage IV) disease with anti-PD-1/PD-L1 or its combinations; one line of chemotherapy is allowed prior to anti-PD-1/PDL-1 therapy.

3. confirmed PD

4. 4 weeks or greater since last treatment and

5. Must have recovered from any acute toxicity associated with prior therapy

6. Life expectancy greater than 16 weeks

7. Subjects with adequate organ function defined as:

   1. WBC ≥3500/uL

   2. ANC ≥2000/uL

   3. Platelets ≥ 100 x 103/uL

   4. Hemoglobin ≥ 9 g/dL

   5. Creatinine < or <= 2.5 x ULN

   6. AST

      • < or <= 2.5 x ULN for patients without liver metastasis
      • < or <= 5 x ULN for patients with liver metastasis

   7. Bilirubin

      • < or <= 3 x ULN for patients with liver metastasis
      • <3.0 mg/mL for patients with Gilbert's Syndrome
      • 1.5 x ULN for patients without liver metastasis

8. Negative screening tests for HIV, HepB, and HepC. If positive results are not indicative of true active or chronic infection, the patient can enter the study after discussion and agreement between the Investigator and the Medical Monitor.

9. Women of child-bearing potential must not be pregnant or breastfeeding, must have a negative pregnancy test at Screening and all men must be practicing two medically acceptable methods of birth control. Men should not father a child while receiving treatment with guadecitabine+ ipilimumab, and for 2 months following completion of treatment. Men with female partners of childbearing potential should use effective contraception during this time.

Exclusion Criteria:

1. Sex and Reproductive Status

   1. Women who are pregnant or breastfeeding;
   2. WOCBP who are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for up to 23 weeks after the study;
   3. Women with a positive pregnancy test on enrollment or prior to investigational product administration;
   4. Sexually active fertile men not using effective birth control if their partners are WOCBP

2. Target Disease Exceptions

   1. Any malignancy from which the patient has been disease-free for less than 2 years, with the exception of adequately treated and cured basal or squamous cell skin cancer, superficial bladder cancer, carcinoma in situ of the cervix
   2. Primary ocular melanoma.

3. Medical History and Concurrent Diseases

   1. Symptomatic brain metastases requiring immediate local intervention (radiotherapy (RT) and/or surgery);
   2. Leptominingeal involvement by disease;
   3. Autoimmune disease: Patients with a documented history of Inflammatory Bowel Disease, including ulcerative colitis and Crohn's disease are excluded from this study as are patients with a documented history of symptomatic autoimmune disease (e.g., rheumatoid arthritis, systemic progressive sclerosis [scleroderma], Systemic Lupus Erythematosus, autoimmune vasculitis [e.g., Wegener's Granulomatosis] and autoimmune hepatitis. Subjects with motor neuropathy considered of autoimmune origin (e.g., Guillain-Barre Syndrome) are also excluded from this study;
   4. Any underlying medical condition, which in the opinion of the investigator, will make the administration of study drug hazardous or obscure the interpretation of adverse events, such as a condition associated with frequent diarrhea.

4. Prohibited Treatments and/or Therapies

   1. Concomitant therapy with any anti-cancer agent; immunosuppressive agents; any non-oncology vaccine therapy used for prevention of infectious diseases (for up to 1 month prior to or after any dose of study drug); surgery or radiotherapy (except palliative surgery and/or radiotherapy to treat a non-target symptomatic lesion or to the brain after Sponsor approval); other investigational anti-cancer therapies; or chronic use of systemic corticosteroids (used in the management of cancer or non-cancer-related illnesses);
   2. Previous treatment with other investigational products, including cancer immunotherapy, within 30 days;
   3. Prior treatment with anti-CTLA-4, except in adjuvant setting Other Exclusion Criteria
   1. Prisoners or subjects who are involuntarily incarcerated;
   2. Subjects who are compulsorily detained for treatment of either a psychiatric or physical (e.g., infectious disease) illness.

Eligibility criteria for this study have been carefully considered to ensure the safety of the study subjects and to ensure that the results of the study can be used. It is imperative that subjects fully meet all eligibility criteria.