The purpose of this study is to assess the safety and tolerability of BMS-986406 administered alone, in combination with nivolumab, or in combination with nivolumab and platinum-doublet chemotherapy (PDCT) in participants with advanced tumors.

Inclusion Criteria:

Parts 1A, 1B, 1C:

• Histologically or cytologically confirmed locally advanced unresectable, metastatic, or recurrent malignant tumor. Eligible tumor types are non-small cell lung cancer (NSCLC), renal cell carcinoma (RCC), pancreatic ductal adenocarcinoma (PDAC), gastric/gastroesophageal junction, castration-resistant prostate cancer (CRPC), ovarian, squamous cell carcinoma of the head and neck (SCCHN), bladder, melanoma, mesothelioma, triple negative breast cancer (TNBC), and soft tissue sarcoma, except for participants with tumors with central nervous system (CNS) metastases as the only site of active disease

Part 1D:

• Histologically or cytologically confirmed non-small cell lung cancer (NSCLC) of non-squamous or squamous histology with Stage IV A/B (as defined by the 8th International Association for the Study of Lung Cancer Classification) or recurrent disease following multi-modal therapy for locally advanced disease, who have not had systemic therapy for metastatic or recurrent disease.

All Parts:

• Measurable disease by Response Evaluation Criteria in Solid Tumors version 1.1 (RECIST v1.1), Prostate Cancer Working Group 3 (PCWG3) (for prostate cancer), or modified Response Evaluation Criteria in Solid tumors (mRECIST) (for mesothelioma)
• Eastern Cooperative Oncology Group Performance Status of 0 or 1
• Adequate organ function

Exclusion Criteria:

• Prior organ or tissue allograft
• Leptomeningeal metastases
• Untreated CNS metastases
• Serious or uncontrolled medical disorders

Other protocol-defined inclusion/exclusion criteria apply