Histologically or cytologically confirmed small cell lung cancer Histologically or cytologically confirmed diagnosis of non-small cell lung carcinoma (NSCLC) who present with stage IIIB/stage IV disease (according to version of the International Association for the Study of Lung Cancer Staging Manual in Thoracic Oncology), or recurrent disease following radiation therapy or surgical resection Participant must have histologically or cytologically confirmed small cell lung cancer and may not be a candidate for potentially curative therapy Histologically or cytologically confirmed immunotherapy nave, metastatic or locally advanced non-small cell lung cancer not amenable to curative treatment. Subjects may be treatment naive or could have received one prior platinum based chemotherapy for non-small cell lung cancer and subjects with a documented activating mutation (e.g., EGFR, ALK, ROS) must also have received the appropriate therapy and progressed Histologically or cytologically confirmed Stage IIIb or IV non-small cell lung cancer HER IHC + or + by local laboratory assessment. Participant must have histologically or cytologically confirmed non-small cell lung cancer (NSCLC) that is metastatic or unresectable. Participants must have either progressed after receiving prior therapy for metastatic disease, or be ineligible for, or have refused all other currently available therapeutic options Patients must have cytologically or histologically confirmed relapsed or refractory extensive-disease small-cell lung cancer (ES-SCLC) or non-progressing ES-SCLC after first line chemotherapy, or advanced or inoperable grade I-II pulmonary NETs Histologically or cytologically-confirmed advanced or metastatic non-small cell lung cancer (NSCLC) that is EGFR mutation positive; rare sensitizing mutations allowed Subjects with histologically or cytologically confirmed non-small cell lung cancer (NCSLC). Histologically confirmed, stage IV or recurrent non-small cell lung cancer with no prior systemic anticancer therapy given as primary therapy for advanced or metastatic disease Histologically or cytologically proven diagnosis of non-small cell lung cancer Patients must have cytologically or histologically confirmed advanced NSCLC; patients with mixed histology containing a small cell lung cancer component are not eligible For enrollment into the MET cohort: participants must have a histologically or cytologically confirmed advanced non-small cell lung cancer (NSCLC) and must have received at least one prior line of therapy in the metastatic setting Histologically or cytologically confirmed non-small cell lung cancer, advanced, recurrent, or metastatic Histologically or cytologically documented Squamous or non-Squamous Non-small cell lung cancer (NSCLC) (Stage IIIB/IV), or recurrent or progressive disease following multimodal therapy Histologically or cytologically-proven non-small cell lung cancer (NSCLC) All subjects must have history of histologically confirmed small cell lung cancer. Brain biopsy is not required unless diagnosis is judged to be in doubt by the treating physician Histologically or cytologically confirmed metastatic or advanced inoperable diagnosis of non-small cell lung cancer (NSCLC) Histologically or cytologically confirmed non-small cell lung cancer, performed on a biopsy that occurred within the last days Histologically or cytologically confirmed non-small cell lung cancer Histologically confirmed Small Cell Lung Cancer (SCLC) with radiographically documented disease progression or recurrence after at least one platinum-based regimen: Histologically or cytologically confirmed metastatic, non-squamous or squamous Non-Small Cell Lung Cancer (NSCLC) Histologically proven non-small cell lung cancer (NSCLC) Histologically or cytologically confirmed non-small cell lung cancer, performed on a biopsy that occurred within the last days Confirmed or suspected diagnosis of stage IV or recurrent non-small cell lung cancer (NSCLC); for suspected NSCLC, diagnosis must be histologically or cytologically confirmed prior to start of nivolumab treatment; neuroendocrine cancers, or mixed neuroendocrine features in > % of tumor cells, are excluded Histologically/cytologically documented stage IIIB to stage IV unresectable non-small cell lung cancer (either squamous cell carcinoma or non-squamous cell lung cancer or mixed histology; EGFR or ALK mutation excluded unless previously treated with a TKI)\r\n* Patients with adenocarcinoma must have been tested for EGFR and ALK mutations Histologically proven stage IV non-small cell lung cancer Histologically confirmed stage IV or recurrent non-small cell lung cancer (NSCLC) per the th International Association for the Study of Lung Cancer classification with squamous or non-squamous histology Patients must have histologically or cytological confirmed stage IIIB or IV non-small cell lung cancer Subjects must have a histologically confirmed diagnosis of small cell lung carcinoma Histologically or cytologically confirmed recurrent non-small cell lung cancer not amenable to curative intent therapy or stage IV NSCLC Patients must have histologically confirmed, locally advanced or metastatic stage IV or non-resectable stage III non-small cell lung cancer (NSCLC) Patient has histologically or cytologically confirmed non-small cell lung cancer not amenable to curative intent therapy or stage IV NSCLC Subject has histologically or cytologically confirmed diagnosis of advanced non-small cell lung cancer (stage IIIB or IV) or recurrent disease Histologically confirmed stage A non-small cell lung cancer (NSCLC) Participants must have histologically confirmed small cell lung carcinoma not amenable to initial concurrent radiotherapy (extensive-stage disease) Diagnosis with a histologically confirmed non-small cell lung cancer (NSCLC) or other refractory solid tumor that is metastatic or unresectable for which there is no standard curative or palliative treatment option available and where targeting EGFR may be appropriate Patients enrolled in the expansion cohort must have histologically or cytologically confirmed squamous non-small cell lung cancer (NSCLC), breast or pancreaticobiliary tract cancer Histologically or cytologically confirmed small cell lung cancer (SCLC) Patients must have histologically or cytologically confirmed small cell lung cancer Histologically or cytologically confirmed advanced (stage IIIB or IV) non-squamous, non-small cell lung cancer Histologically confirmed diagnosis of primary non small lung cancer (NSCLC) on predominantly non-squamous histology ARM B COHORT : Patients must have a histologically confirmed diagnosis of non-small cell lung cancer Patients must have histologically confirmed stage IV non-squamous histology non-small cell lung cancer Non-small cell lung cancer (NSCLC), histologically and/or cytologically proven Histologically confirmed non-small cell lung cancer (NSCLC) Participants with histologically or cytologically confirmed extensive-stage small cell lung cancer (SCLC) with progressive disease after at least one platinum-based chemotherapeutic regimen and with evaluable or measurable disease Have histologically proven diagnosis of: non-small cell lung cancer (NSCLC) (stage I, II, or IIIa) Histologically or cytologically confirmed diagnosis of stage III/IV Non-Small Cell Lung Cancer (NSCLC) Histologically or cytologically documented non-small cell lung cancer (NSCLC) . Have histologically or cytologically confirmed non-small cell lung cancer Patients must have newly diagnosed (i.e., within weeks), histologically or cytologically confirmed non-small cell lung cancer Participant must have histologically or cytologically confirmed advanced or metastatic Small Cell Lung Cancer (SCLC) with documented first disease progression during or following front-line platinum-based systemic regimen Patients must have histologically or cytologically confirmed small cell lung cancer whose disease has relapsed or progressed after >= prior therapy, one of which must have been a platinum doublet; pathology confirmation must be done at Sidney Kimmel Comprehensive Cancer Center (SKCCC) or at the local participating site Histologically or cytologically confirmed diagnosis of extensive-stage small cell lung cancer with no prior systemic treatment Subjects must have histologically or cytologically confirmed non-small cell lung cancer (NSCLC) Patients must have histologically or cytologically confirmed non-central nervous system primary breast or non-small cell lung cancer Patients must have FDG-avid (maximum SUV >= .) (from PET scan of any date, any scanner) and histologically or cytologically proven non-small cell lung cancer Histologically confirmed small-cell lung cancer (SCLC) with documented disease progression after at least prior systemic regimens, including at least one platinum-based regimen Participants with Histologically or cytologically confirmed Stage III non-small cell lung cancer (NSCLC). Able to adhere to the study visit schedule and other protocol requirements Disease Specific . Histologically or cytologically confirmed Stage IIIB or IV squamous cell Non Small Cell Lung Cancer at study entry. Patients with stage IV or recurrent/metastatic histologically confirmed non-small cell lung cancer (NSCLC) Participant must have cytologically or histologically confirmed Non-small Cell Lung Cancer (NSCLC). Histologically or cytologically confirmed extensive-stage small-cell lung cancer (SCLC). Small-cell lung cancer (SCLC) defined as a histologically confirmed diagnosis of SCLC and must have received at least chemotherapy-containing regimen for advanced disease (recurrent or metastatic). Have histologically or cytologically confirmed SCLC (undifferentiated small-cell carcinoma arising in or consistent with lung cancer origin). Have histologically or cytologically confirmed advanced or metastatic non-small cell lung cancer (NSCLC) (Stage IIIb or greater) Histologically or cytologically confirmed, Stage IV non-small cell lung cancer (per the Union Internationale contre le Cancer/American Join Committee on Cancer staging system, th edition) or recurrent incurable non-small cell lung cancer that has progressed after first-line chemotherapy. Participant has histologically or cytologically confirmed squamous or non-squamous non-small cell lung cancer (NSCLC). Patients must have histologically confirmed, untreated non-small cell lung cancer that are considered non-metastatic, unresectable for which chemoradiation is the definitive therapy Histologically or cytologically confirmed small cell lung cancer (SCLC) Patients must have histologically or cytologically confirmed stage IV non-small cell lung cancer, or recurrent non-small cell lung cancer which is not amenable to curative intent therapy Patients must have histologically proven metastatic non-small cell lung cancer (stage IV disease or recurrent metastatic disease, according to the th edition of the lung cancer tumor, nodes, metastasis [TNM] classification system) (for cohort A), or histologically proven metastatic small cell lung cancer (extensive stage or recurrent metastatic disease) for cohort B; (patients with tumors having mixed small cell and non-small cell elements may be enrolled on cohort B), or females with histologically or cytologically confirmed carcinoma of the breast (either the primary or metastatic lesions) for whom single-agent cytotoxic chemotherapy is indicated Histologically or cytologically proven diagnosis of non-small cell lung cancer Have histologically or cytologically confirmed locally advanced or metastatic Non-small Cell Lung Cancer (NSCLC) that is anaplastic lymphoma kinase (ALK+). Participants must have histologically or cytologically confirmed advanced (stage IV or recurrent) non-small cell lung cancer Patient has a histologically or cytologically confirmed diagnosis of non-small cell lung cancer (NSCLC) that is anaplastic lymphoma kinase (ALK) positive as assessed by the FDA approved Abbott FISH Test. Diagnosis of non-small cell lung cancer (NSCLC), histologically or cytologically confirmed Histologically or cytologically confirmed non-small cell cancer of the lung (NSCLC) stage IV (accordingto AJCC Staging th Edition); Histologically confirmed Stage or recurrent non-small cell lung cancer Histologically or cytologically confirmed diagnosis of small cell lung carcinoma. Subjects must have measurable disease per RECIST . (for Part only). Subject has histologically or cytologically confirmed metastatic or locally advanced, unresectable non-small-cell lung cancer (NSCLC). Histologically proven small cell lung cancer with progressive parenchymal brain involvement confirmed by imaging Histologically or cytologically confirmed (extensive-stage disease) ED SCLC (small cell lung cancer) Participants must have known HIV infection and histologically confirmed non-small cell lung cancer that is metastatic or unresectable; patients will be eligible regardless of tumor EGFR mutation status Patients must have histologically or cytologically confirmed non-squamous cell, non small cell carcinoma of the lung Histologically confirmed squamous cell lung cancer Patients must have histologically or cytologically confirmed stage IV or recurrent squamous cell lung cancer that harbors any of the NFEL mutations; any KEAP mutation will be eligible Histologically confirmed, locally advanced, not amenable to curative therapy, or metastatic non-small cell lung cancer (NSCLC) Histologically or cytologically confirmed Stage IIIB or Stage IV non-squamous non-small cell lung cancer (NSCLC) Histologically or cytologically proven squamous non-small cell lung cancer (NSCLC) where treatment with weekly paclitaxel is an appropriate treatment option. Patients with relapsed small cell lung cancer diagnosis must be histologically confirmed Histologically or cytologically confirmed Stage IIIB or IV Non-Small Cell Lung Cancer. Histologically confirmed non-small cell lung cancer (NSCLC), who are deemed to be surgical candidates by standard criteria; patients with all types of NSCLC (e.g., adenocarcinoma, squamous cell carcinoma) will be allowed to enroll Histologically or cytologically confirmed stage IV non-small cell lung carcinoma (NSCLC), according to th Tumor/Node/Metastasis (TNM) classification (cytological specimens obtained by bronchial washing or brushing, or fine-needle aspiration are acceptable) Histologically confirmed, unresectable Stage IIIB or IV non-small cell lung cancer (NSCLC) Histologically confirmed non-small cell lung cancer For Stage : Participants with histologically or cytologically confirmed diagnosis of squamous non-small cell lung cancer (NSCLC); mixed histology that is predominantly squamous is acceptable Histologically documented advanced (Stage IV) or recurrent squamous (Arms A and B) or non-squamous (Arms C, D, E, and F) non-small cell lung cancer (NSCLC) Histologically or cytologically documented non-small cell lung cancer (NSCLC) Histologically confirmed cancer with - brain metastases (except lymphoma or small cell histologies) histologically or cytologically proven diagnosis of non-small cell lung cancer Histologically or cytologically confirmed Stage IIIB, IV (according to AJCC) or recurrent non small cell lung cancer (NSCLC) (non squamous histologies) Patients must have histologically or cytologically confirmed stage IV non-small cell lung cancer, or recurrent non-small cell lung cancer which is not amenable to curative intent therapy Patients must have histologically or cytologically confirmed stage II-IV lung cancer and be planned for or within weeks of initiation of initial non-surgical therapy Patient must have histologically or cytologically confirmed small cell lung cancer; patients with either limited or extensive stage disease are eligible A histologically or cytologically confirmed ovarian, breast, non-small cell lung, melanoma, gastric/GEJ/esophageal or other type of advanced cancer that is metastatic, unresectable, or recurrent and for which weekly paclitaxel is an acceptable therapeutic option. Patients should have pathologically or cytologically confirmed stage IV non-small cell lung cancer with clinical or radiological evidence that it is not amenable to therapy with curative intent; prior EGFR tyrosine kinase inhibition (TKI) therapy is permitted but not required