Patients must have tumors determined to be easily accessible for biopsy and must be willing to have serial biopsies (with a third biopsy upon evidence of disease progression) Subjects must have measurable disease as demonstrated by residual abnormal tissue at a primary or metastatic site (measurable on CT or MRI) at the time of biopsy; tumor must be accessible for biopsy. In addition, subjects with bone or bone marrow only disease expected to be >% tumor are eligible to enroll. At least site of disease must be accessible to provide repeat biopsies for tumor tissue for sequence and immunological analysis. This site may be a target lesion as long as it will not be made unmeasurable by the biopsy procedure. Participants enrolled must have disease that is accessible for tumor biopsies and must agree to a pre-treatment tumor biopsy For the MTD expansion cohort, Subject must have an accessible tumor lesion(s) and consent to tumor biopsy of such a lesion(s) during screening and after starting KO- treatment. Patients must have an accessible metastatic lesion for pretreatment core biopsy. INCLUSION CRITERIA FOR SECOND-LINE THERAPY: Tumor deposits that are clearly accessible for serial tumor biopsies - a patients biopsied lesion must be at least cm in diameter (in at least one dimension) Subjects must have histologic confirmation of advanced, biopsy-accessible, measurable cancers of the following histologies: Any solid tumors with masses that are accessible without imaging Diagnosis of metastatic or advanced CRC, UCC, SCCHN, salivary gland cancer or NSCLC with tumor accessible for biopsy Participants must have accessible tumors and consent to repeated biopsy for performance of correlative tissue studies Tumor accessible for biopsies and agreement to conduct pre-dose and post-dose fresh tumor biopsies. Tumor accessible for unrestricted illumination for photodynamic therapy (PDT) (accessibility as determined by the physician) At least one tumor lesion with location accessible to biopsy per clinical judgment of the treating physician Patients must have measurable disease that has not been previously irradiated, defined as at least one lesion that can be accurately measured in at least one dimension (longest diameter to be recorded for non-nodal lesions and short axis for nodal lesions) as >= mm (>= cm) with conventional imaging or >= mm with spiral computed tomography (CT) scan; if the patient has been previously irradiated, there must be evidence of progression since the radiation\r\n* Please note, this trial includes mandatory tumor biopsies pre-treatment, during cycle and at the time of disease progression of accessible tumor; having accessible tumor for biopsy is not required for eligibility; we expect that at least % of patients will have accessible tumor for these biopsies, however Patient must be accessible for treatment and follow-up. A minimum of patients with mCRPC, CRC and 'other' tumors will be required to have a site of disease that is safely accessible for biopsy (paired) upon enrollment. Accessible lesions are defined as those which are biopsiable (at screening) and amenable to repeat biopsy (after weeks of monotherapy), unless clinically contraindicated. In the case that the second sample is not taken, the patient will remain in the study and there will be no penalty or loss of benefit to the patient and they will not be excluded from other aspects of the study. The tumor-specific cohorts will be closely monitored to ensure the desired number of biopsiable patients are enrolled. The requirement for biopsies must be made clear to each patient at the time of initial approach by the Investigator. Approximately cm preferred but mg minimum of accessible and dispensable tumor (minimum of passes with a core needle) Neg pregnancy test Part A extension only: Has a primary tumor or a metastatic site that is accessible for pre- and post-dose biopsy without subjecting patient to high level of risk Part B only: At least one accessible primary or metastatic tumor site that can be readily injected IT with poly-ICLC with or without ultrasound guidance. This lesion can be superficial cutaneous, subcutaneous or within a readily accessible lymph node and must measure at least mm in longest dimension. COHORT A: Patients must have accessible tumor sites for biopsy and must agree to pre-treatment and post-treatment biopsies Patients enrolled at Dose Level or higher in the phase I portion of the trial must have at least one tumor mass suitable and easily accessible for excisional biopsy, or alternatively, accessible for CT or ultrasound guided core needle biopsy. The procedure must be able to be performed with minimum morbidity. Patients must have an accessible primary tumor or metastasis, and be willing to have a pre-treatment and post-treatment tumor biopsy (at to weeks after beginning) Must have at least one tumor site accessible for a biopsy Have at least tumor lesions accessible for biopsy At least lesion accessible for biopsy Consent to participate in the correlative studies and should have available tumor tissue for tumor biopsies; acceptable biopsies include surgical biopsy, core biopsy or punch/surgical tumor biopsies (of accessible lesions) Tumor accessible for biopsy Lymphoma that is amenable to safe pre-treatment and post-treatment biopsy; the safety of the procedures will be determined by the treating physician and the surgeon or other proceduralist, in consultation with the principal investigator (PI), and in accordance with standard clinical practice; acceptable sites of disease include, for example: () palpable tumor mass that is accessible under direct visualization or sonogram, () non-palpable tumor tissue that is accessible for biopsy under computed tomography (CT) or sonogram guidance, () bone marrow Must be willing to undergo an incisional or excisional lymph node biopsy of accessible adenopathy or provide the most recent, available archived tumor biopsy. Tumor accessible and participant consents to undergo fresh tumor biopsies. Willing to undergo tumor biopsy at baseline and during treatment (during week or ); please note that tumor biopsy is not needed in subjects where the tumor is not accessible or if tumor biopsy is considered not in patients best interest At least one lesion (metastasis or primary tumor) being considered accessible by non-high-risk collection procedures for biopsy. Accessible tumors for sequential biopsies At least lesion amenable for outpatient biopsies; this should be a cutaneous or palpable metastatic site or a deeper site accessible by image-guided biopsy that is deemed safe to access by the treating physicians and interventional radiologists; patients without accessible lesions for biopsy but with prior tissue available from metastatic disease would be eligible at the investigators discretion The predominant burden of disease lies in an arterial distribution which is accessible for transarterial chemoperfusion treatment If an accessible lesion is present, a biopsy will be performed within weeks of the start of study intervention; the results of the biopsy must be obtained prior to initiation of study intervention At least anatomically distinct lesions accessible for biopsy. Ability to have a skin and tumor biopsy from any site; patients without accessible tumor for biopsy will be considered on a case by case basis\r\n* Patients who cannot be biopsied will not be replaced (although up to ineligible/inevaluable patients can be replaced)\r\n* Patients without accessible tumor for biopsy must provide archived tumor from the most recent biopsy available Tumor that is accessible for mandatory biopsy Approximately mg ( cm) of accessible and dispensable tumor that will not interfere with pathologic staging Patients acceptance to have a tumor biopsy of an accessible lesion at baseline and on treatment if the lesion can be biopsied with acceptable clinical risk (as judged by the investigator) At least two sites of measurable disease as defined by RECIST .; one of which must be amenable to treatment with SAR and accessible for optional pre- and post- treatment biopsy; if a pulmonary nodule is being considered for SAR it must range in size from - cm Patients must agree to undergo two separate biopsies of a malignant lesion; biopsies do not need to be done if one of the following apply:\r\n* If either the site investigator or person performing the biopsy judges that no tumor is accessible for biopsy or that biopsy poses too great of a risk to the patient (if the only tumor accessible for biopsy is also the only lesion that can be used for RECIST v. response evaluation, then the patient may be exempt from biopsy after discussion with the MSK principal investigator)\r\n* The goal will be to have a minimum of patients from Cohort A and patients from Cohort B attempt to have one or both of these research biopsies done (for a total of patients total); accrual may be limited only to subjects for whom tumor is accessible for biopsy and attempt at biopsy is considered safe if continued enrollment of those who are not candidates for biopsy make it impossible to reach the accrual goals for research biopsies described above (e.g., if [of ] patients are accrued to Cohort A without any biopsies having been obtained within the cohort, then all further subjects who are registered to that cohort must qualify for attempted research biopsy in order to be enrolled into the study [i.e., subjects who would have been excluded from having biopsies done due to the above reasons would be excluded from participating in the study; these conditions also apply to Cohort B]) Step subjects only: metastatic breast patients refractory to at least one standard therapy, with easily accessible metastatic deposits (cutaneous, subcutaneous, or superficial and/or palpable adenopathy/mass) At least lesion amenable for an outpatient biopsy; this should be a cutaneous or palpable metastatic site or a deeper site accessible by image-guided biopsy that is deemed safe to access by the treating physicians and interventional radiologists; patients without accessible lesions for biopsy but with prior tissue available from metastatic disease would be eligible at the investigator's discretion Patients whose tumor is not accessible for a core biopsy Consent to undergo on treatment biopsy if tumor is accessible and safe to biopsy Must be accessible for treatment and follow up. Patients registered on this trial must be treated with chemotherapy and followed at the enrolling centre. Consent to tumor biopsy from accessible tissue (optional in part , mandatory in part ) All patients must have tumor specimens adequate for analysis of EGFR mutations and have tumor accessible to biopsy and must consent to biopsy. NOT accessible to ExAblate device Measurable disease according to RECIST v., and willingness to undergo a total of biopsies of a primary or metastatic tumor site(s) considered safely accessible for biopsy. At least one lesion (metastasis or primary tumor) being considered accessible for a biopsy Biopsy-accessible breast tumor of significant size for core needle biopsy (>= cm) Must have two biopsy accessible lesions: Patients must have tumors determined to be easily accessible for biopsy and must be willing to have serial biopsies (with a third biopsy upon evidence of disease progression); tumor biopsies will be performed on the most accessible biopsable site of disease; all possible precautions to avoid complications will be taken, including discussions in multidisciplinary meetings, if needed; patients affected by glioma will not be considered for study biopsies For enrollment in the first stage of Cohort B, patients must have accessible pre-treatment and post-treatment (- weeks) tumor for biopsy Biopsy accessible tumor deposits Osteosarcoma, neuroblastoma and melanoma that have been treated with standard frontline therapy and are judged to be incurable with standard therapy, based upon the fact that they are unresectable, metastatic, progressive/persistent or recurrent; evaluable disease must be present\r\n* For all histologies except osteosarcoma and neuroblastoma, pathologic review of frozen tissue must document GD+ expression; positive expression is defined as at least + expression (-+ scale) in > % of the tumor cells using anti-GD monoclonal antibody (mAb) Ga; if adequate archived frozen tissue is available, this may be utilized, or if not, patients may undergo biopsy following enrollment to obtain tissue to assess GD expression, with the following restrictions\r\n* Patients with histologies other than osteosarcoma or neuroblastoma must have adequate accessible tumor for biopsy (at least cm diameter)\r\n* Procedures employed to acquire biopsies for tumor lysates will be limited to percutaneous needle or core biopsies, thoracoscopic excision or open biopsies of readily accessible lesions; pulmonary lesions may be biopsied but extensive surgery such as thoracotomy or laparotomy should not be employed\r\n* Patients who will require biopsy should not be enrolled if in the opinion of the principal investigator, the tumor site places the patient at substantial risk from the biopsy procedure Patients must have, in the opinion of a treating physician, tumor that is accessible to biopsy in the clinic Accessible for follow up Participants must agree to undergo a research biopsy, if tumor is safely accessible, at baseline; previously collected archival tissue will also be obtained on all participants; for participants for whom newly-obtained samples cannot be provided (e.g. inaccessible or participant safety concern) the archival tissue alone will be acceptable; tissue needs to be located and availability confirmed at time of registration; participants must agree to a mandatory repeat biopsy - weeks after starting treatment, if tumor is safely accessible; for patients randomized to carboplatin alone who decide to crossover to nivolumab monotherapy at time of progression, a mandatory biopsy will be required, if tumor is safely accessible, prior to initiating nivolumab; participants must also agree to undergo this biopsy, if applicable Tumor accessible for biopsy All subjects in Cohort or Phase dose (PD) must have a lesion accessible for FNA or core or open biopsy on day of the first treatment cycle. A tumor accessible for biopsies and consent to undergo tumor biopsies before and during MSCA treatment. Subjects who do not have a tumor suitable for biopsy (such as, but not limited to, high procedural risk, inaccessible site for needle biopsy, etc.) but are otherwise eligible for this study may be considered for enrollment on a case-by-case basis after discussion with the Medical Monitor of the study Subjects must be willing to undergo an incisional or excisional lymph node biopsy of accessible adenopathy or provide the most recent, available archived tumor biopsy. Consent to paired tumor biopsy, for accessible tumors Patient must have a palpable, superficial tumor, safely accessible for bedside injection that will be radiated and can be accurately localized and stabilized if needed Biopsy of a metastatic lesion is not required for protocol entry but all patients with reasonably accessible lesions (chest wall, breast, skin, subcutaneous, superficial lymph nodes, bones and liver metastases) must agree to biopsy (lung and brain metastasis will not be biopsied):\r\n* Biopsies may be done with local anesthesia or intravenous conscious sedation, according to standard institutional guidelines\r\n* If a biopsy requires general anesthesia, then it is only allowed if acquisition of tissue is necessary for clinical reasons (i.e. is clinically indicated), and excess tissue that would otherwise have been discarded is then used for research purposes; if a biopsy requires general anesthesia, then a biopsy of that site for research purposes only, without a coexisting clinical indication is not allowed on this protocol\r\n* Patients with reasonably accessible lesions as described above, who will not agree with the biopsy, will not be enrolled in the trial\r\n* Patients with NO reasonably accessible lesions as described above can be enrolled in the trial At least lesion amenable for outpatient biopsies; this should be a cutaneous or palpable metastatic site or a deeper site accessible by image-guided biopsy that is deemed safe to access by the treating physicians and interventional radiologists; patients without accessible lesions for biopsy but with prior tissue available from metastatic disease would be eligible at the investigators discretion Patients should have at least subcutaneous, intracutaneous, and accessible tumor deposits, lymph node or other site available for biopsy purposes At least lesion amenable for outpatient biopsies; this should be a cutaneous or palpable metastatic site or deeper site accessible by image-guided biopsy that is deemed safe to access by the treating physicians and interventional radiologists; patients without accessible lesions for biopsy but with prior tissue available from metastatic disease would be eligible at the investigator's discretion At least one site of disease must be accessible to provide repeat biopsies for tumor tissue for sequence and immunological analysis. Archived tumor tissue (block or - unstained slides) available, or be willing to undergo an incisional or excisional lymph node biopsy of accessible adenopathy (or, in less accessible lymph nodes, to core biopsies). Phase patients must have at least two measurable tumor lesions ? . cm that are accessible to biopsy. Phase patients must have at least one measurable lesion (per RECIST v.) which may be the same site that is used for the intratumoral injections. Patients acceptance to have a tumor biopsy of an accessible lesion at baseline and on treatment if the lesion can be biopsied with acceptable clinical risk (as judged by the investigator) Skin lesion involvement of at least % of BSA accessible for topical application of study drug FOR EXPANSION PHASE ONLY: Lack of accessible tumor for biopsy The patient has biopsy-accessible tumor; for patients who had no prior anticancer therapy and had surgical resection within a year and tumor tissue is immediately available, that tumor will be analyzed and no biopsy will be needed Participants enrolled to the RPD cohort must have disease that is accessible for tumor biopsies and must agree to pre and on-treatment tumor biopsies Patients must have an accessible metastatic lesion for pretreatment core biopsy procurement. At least one site of accessible disease for pre- and post-treatment core biopsies for at least patients per arm on the expansion cohorts. Participants are not required to have measurable disease but must have an accessible tumor to biopsy Patients should have at least subcutaneous, intracutaneous, and accessible tumor deposits, lymph node or other site available for biopsy purposes Biopsy accessible tumor deposits Subject whose groins are not accessible Patient must agree to allow separate biopsies of any malignant lesion; biopsies do not need to be done if:\r\n* Tumor is not considered accessible by either the investigator or the person performing the biopsy (it is determined the risk is too high due to location near vital organs or too great of a risk of an adverse event)\r\n* Patient is on anticoagulation and it would be unsafe to temporarily hold the anticoagulation\r\n* Consent of the principal investigator (PI) not to have a biopsy done At least biopsiable easily accessible cutaneous and subcutaneous lesions in patients in the metastatic disease cohort Tumor must be accessible for injection and must not be located in the brainstem or deep midbrain For Expansion Cohorts only: patients must have tumor accessible for biopsies (core needle biopsy or excision preferred). Accessible tumor that can be biopsied at acceptable clinical risk (as judged by the investigator) and must consent to pre-treatment and on-treatment tumor biopsies; tumor biopsy sites need not be distinct from evaluable lesions but must not have been irradiated prior to study entry Patients must have agreed to a new biopsy of tumor (deemed accessible and safe for biopsy by the investigator's assessment) and allowing acquired tissue to be used for biomarker analysis. If the biopsied lesions were previously irradiated, they must demonstrate either radiographic or pathological evidence of recurrent or residual disease. Accessible for treatment and follow-up Tumor accessible for unrestricted illumination for interstitial photodynamic therapy (PDT) (accessibility as determined by the physician) Targeted tumor(s) are accessible to the ExAblate device A subject with metastatic CRPC must have bone metastases accessible for biopsy by computed tomography (CT) guidance Ability to comply with the collection of tumor biopsies; tumors accessible for biopsy Biopsy accessible tumor deposits Patient must have a biopsy-accessible tumor to be radiated Patients must be accessible for treatment and follow up. Patients must have tumor accessible by interventional radiology or surgical intervention and suitable for biopsy with - passes of a or gauge needle for core biopsy (defined as at least cm^ tumor/ mg accessible for biopsy), and must agree to undergo up to two surgical resections/biopsies to collect tumor for research purposes; the first of these biopsies will occur at the beginning of the study, prior to genetic analysis and treatment; the second biopsy will be performed at the time of disease progression/end of study should funding be available Accessible tumor for biopsy and willingness to provide pre-dose tumor biopsies on Days and Day . At least two extracranial lesions that are easily accessible for biopsy, in the judgment of the treating physician. Easily accessible tumors may include cutaneous, subcutaneous, and superficial lymph node metastases. Biopsy accessible tumor (may use archived tumor samples under certain circumstances) Participants must have accessible lesion(s) that permit a total of two to three biopsies (pretreatment and on-treatment) or one biopsy (on-treatment, if archival tissue can be submitted in place of a pre-treatment biopsy) without unacceptable risk of a significant procedural complication. RECIST lesions should not be biopsied. Biopsy accessible tumor (may be waived under certain circumstances) Patients must have adequate tumor bulk accessible to biopsy in order to generate the tumor lysate (at least cm diameter); procedures employed to acquire biopsies for tumor lysates will be limited to percutaneous biopsies or open biopsies of readily accessible lesions; patients should not undergo biopsies, which will later compromise the ability to render function preserving local therapy (e.g. limb salvage therapy); to prevent this, all bone biopsies should be performed in consultation with the orthopedic consultant on the case; for patients with bone marrow involvement, bone marrow aspirates may be used as a source of tumor for tumor lysates; patients are not eligible if, in the opinion of the principal and associate investigators, tumor biopsy would entail extensive surgery such as thoracotomy or laparotomy, or if the tumor site places the patient a substantial risk from the biopsy procedure; National Cancer Institute (NCI) laboratory of pathology will review all tumor specimens for diagnosis Tumor must be accessible for injection and must not be located in the brainstem, midbrain, contained within the ventricular system, or located in an infratentorial location. Tumor accessible for unrestricted illumination for photodynamic therapy (PDT) (accessibility as determined by the physician) Patient must be accessible for follow-up Targeted (most painful) tumor Not accessible to ExAblate able to provide adequate tumor tissue from at least accessible tumor site Be willing to undergo fresh tumor tissue biopsy of an accessible tumor lesion prior to pembrolizumab; a mandatory fresh biopsy will be collected following C-AMT PET imaging; subjects for whom fresh samples cannot be provided (e.g. inaccessible or subject safety concern) or do not agree to this fresh tumor research biopsy of accessible tumor will be deemed ineligible for study participation; exception to the mandatory tumor tissue collection are patients with metastatic lung lesions as the only site of metastatic disease; fresh biopsy collection from these subjects will be optional, due to high risk of pneumothorax Tumor located anywhere in parenchymal tissue > cm from pleura and accessible bronchoscopically through a POE. Tumor is accessible for local injection of the sentinel node tracer (for example oral cavity disease) Patients in whom the tumor might not be accessible for peritumoral injection of indocyanine green, e.g. small, central tumors Lesion accessible for size measurement and photography. A superficial tumor easily and safely accessible for a research biopsy or are being considered for resection or biopsy of their tumor as part of standard of care and have recent pathology Patients with lesions safely accessible for protocol driven biopsy Tumor accessible to biopsy having an easily accessible email address For TAK- + nivolumab and TAK- (plozalizumab) + nivolumab only: Had disease accessible for repeat nonsignificant risk biopsy (those occurring outside the brain, lung/mediastinum, and pancreas, or obtained with endoscopic procedures extending beyond the esophagus, stomach, or bowel) and willingness to undergo serial tumor biopsies.