No prior anti-MET therapy such as crizotinib or cabozantinib, or PD-/PD-L immune checkpoint inhibitor therapy (such as nivolumab, pembrolizumab, atezolizumab) or CTLA inhibitor therapy (such as ipilimumab); no prior allergic reaction to small molecule tyrosine kinase inhibitors or monoclonal antibodies\r\n* Exception for targeted therapy sub-study (Arm T): Prior crizotinib may be allowed depending on the gene alteration Prior treatment with immune checkpoint inhibitor, including (but not limited to) those targeting PD-, PD-L, PD-L, CTLA-, CD, GITR, TIM, LAG, or OX Patient has received prior immunotherapy with inhibitors of PD-/PD-L axis Prior treatment with the following agents (from last dose of prior treatment to first dose of GSK): Tumor necrosis factor receptor (TNFR) agonists, including OX, CD, CD (-BB), CD (GITR): at any time; Checkpoint inhibitors, including PD-, PD-L, and anti-cytotoxic T-lymphocyte antigen (CTLA-) inhibitors: within weeks. Prior therapy with specific antibody/drug targeting immune or coregulatory or costimulatory proteins (such as checkpoints e.g., PD- or PD L, -BB, OX or CTLA- antibodies). Any prior immunologic cancer therapy with systemic inhibitors of the PD- or CTLA- pathway Patient has received immunotherapy with inhibitors of PD- or PD-L, or CTLA- blocking antibodies within months prior to study day Patients who are receiving or have been treated with antibody to CTLA (e.g. ipilimumab), PD-, PD-L, CD, or CD within the prior months. Any patient who has had one or more of these therapies greater than months prior and is clinically free of disease and totally recovered from toxicities related to those therapies can be eligible. COHORT : TRIPLE NEGATIVE BREAST CANCER: Eligible patients may or may not have received prior chemotherapy and there is no limit to the number of prior chemotherapy; patients are also eligible if they have received treatment with immunotherapy, such PD- inhibitors, PD-L inhibitors or CTLA inhibitors COHORT : ENDOMETRIAL CANCER: Women with endometrial cancer must have had at least one prior line of therapy in the metastatic/recurrent setting but there is no limit to the number of prior chemotherapy lines; patients are eligible if they have received treatment with immunotherapy, such PD- inhibitors, PD-L inhibitors or CTLA inhibitors Systemic immunotherapy for metastatic NSCLC. Immunotherapy agents include, but are not limited to, agents targeting the PD/PD-L axis (e.g. nivolumab, pembrolizumab, atezolizumab, durvalumab) or CTLA- (ipilimumab, tremelimumab) pathways. Subjects who have received any prior cytotoxic therapy, immunotherapy, major surgery, antitumor vaccines or monoclonal antibodies in the weeks or half-lives, whichever is shorter, prior to course , day (CD) ( weeks prior for checkpoint inhibitors such as anti-CTLA- or anti-PD/PD-L and for nitrosoureas or mitomycin C); subjects must not have received radiotherapy in the weeks prior to CD; subjects who had grade >= immune-related adverse event (irAE) during previous treatment with one of the checkpoint inhibitors are excluded from the trial; subjects who had grade or irAE that have resolved to grade are eligible Participants who have received previous immunotherapy for any cancer (excluding melanoma) including PD-/PD-L inhibitors but not interferons and CTLA- inhibitors Subjects can be treatment naive or may have had two prior regimens for recurrent cancer. They must be naive to treatment with PD-/L or CTLA- inhibitors. Prior usage of PD- inhibitors, programed-death ligand and/or inhibitors, CTLA- inhibitors including but not limited to ipilimumab, nivolumab, avelumab, durvalumab, tremelimumab, and pembrolizumab Prior exposure to any immuno-oncology agents, including CD/PD-/PD-L/CTLA- inhibitors (if any ambiguity, should be discussed with study principal investigator) Patients who have received previous immunotherapy with PD or CTLA antibodies are not eligible Patient has received any prior immunotherapy with inhibitors of PD- or PD-L Patients may have received any number and type of prior treatment regimens for their NSCLC (aside from patients in arm A, who cannot have had PD-/PD-L inhibitors) Patients should not have received prior immunotherapies (exception; arm B); they include but are not limited to interleukin- and other immune checkpoint antagonist targeting CTLA-, LAG-, TIM-, KIR etc. and/or agonists targeting OX, ICOS, CD, etc\r\n* NOTE: prior cancer vaccine treatments are permitted; for arm B, exposure to single agent PD-/PD-L inhibitors are allowed >= days from registration Received any prior treatment with CD agonists or cytotoxic T-lymphocyte-associated protein (CTLA-) inhibitors. Has received prior immunotherapy with agents that target PD-, PD-L, PD-L, CTLA-, OX-, or CD- agents, or if the subject has previously participated in Merck pembrolizumab clinical trials PHASE I STUDY ELIGIBILITY CRITERIA:\r\nPatients who have had prior immune checkpoint inhibitors, such as MEDI or other PD or PD-L inhibitors or an anti-CTLA therapy Prior treatment with immune checkpoint inhibitor, including (but not limited to) those targeting PD-, PD-L, PD-L, CTLA-, CD, GITR, TIM, LAG, or OX TREATMENT: Patients should have been off conventional therapy for at least week prior to entry in this study (except for lenalidomide, thalidomide, pomalidomide or immune checkpoint inhibitors such as CTLA and/or PD-/PD-L inhibitors) Subjects who received prior treatment with immune checkpoint inhibition, consisting of ipilimumab, tremelimumab, nivolumab, pembrolizumab or other antibody to CTLA or PD-. Part : Has received prior therapy with cancer vaccines, or compounds targeting PD- (including Merck pembrolizumab [MK-]), PD-L, PD-L, CTLA-, lymphocyte-activation gene (LAG-), CD-, OX- (tumor necrosis factor receptor superfamily, member [TNFRSF], also known as CD), cluster of differentiation (CD-), glucocorticoid-induced TNFR-related protein (GITR), serine/threonine-protein kinase B-Raf (BRAF), MEK or other molecules in the MAPK pathway. Approved PD-/PD-L inhibitors, CTLA checkpoint inhibitors, or other immunotherapy ? weeks Any number of prior systemic therapeutic regimens including chemotherapy, pathway inhibitors, biochemotherapy, investigational agents, and immunotherapies other than ipilimumab, nivolumab or other CTLA-, PD- or PD-L inhibitors Patients are not eligible who have received prior immunotherapy including interleukin- and immune checkpoint antagonists and/or agonists (including but not limited to PD-, PD-L, CD, or OX)\r\n* NOTE: Single agent anti-CTLA monoclonal antibody treatments are permitted; cancer vaccine therapies are permitted DOSE ESCALATION COHORT: Subjects who have received an IDO inhibitor; subjects who have received other immune checkpoint inhibitors (e.g. anti-PD-, anti-PD-L, and any other treatment targeting T-cell) will be permitted; subjects who have received experimental vaccines or other immune therapies should be discussed with the principal investigator (PI) to confirm eligibility DOSE EXPANSION COHORT: Subjects who have received an IDO inhibitor; subjects who have received other immune checkpoint inhibitors (e.g. anti-PD-, anti-PD-L, and any other treatment targeting T-cell) will be permitted; subjects who have received experimental vaccines or other immune therapies should be discussed with the PI to confirm eligibility Prior treatment-related toxicity resolved to =< grade or baseline with the exception of alopecia and permanent grade =< toxicities related to prior immune checkpoint inhibitor treatment (e.g. PD-/PD-L, CTLA-, CD, LAG) treatment with the review and approval by the lead principal investigator (PI) Prior therapy with any antibody/drug targeting T-cell coregulatory proteins (immune checkpoints) such as antiprogrammed death (PD-), anti-PD-L, or anticytotoxic T-lymphocyte antigen- (CTLA-) antibody; for Part B, the Investigator must consult with the Medical Monitor and consider other co-regulatory targets such as -BB The patient may not have received treatment with immune checkpoint inhibitors (e.g., products that target PD-L, PD-, or CTLA-). The patient must have received treatment with an immune checkpoint inhibitor or combination (e.g., products that target PD-, PD-L, or CTLA-) or be intolerant to, or refuse such treatment. The patient may have received treatment with an immune checkpoint inhibitor (e.g., products that target PD-L, PD-, or CTLA-). The patient may not have received treatment with an immune checkpoint inhibitor (e.g., products that target PD-L, PD-, or CTLA-). The patient may have been treated with an immune checkpoint inhibitor (e.g., products that target PD-L, PD-, or CTLA-). The patient may have been treated with an immune checkpoint inhibitor (e.g., products that target PD-L, PD-, or CTLA-). The patient may not have received treatment with immune checkpoint inhibitors (e.g., products that target PD-L, PD-, or CTLA-). Prior therapy with single agent nivolumab, pembrolizumab or other PD-/PD-L antibody or prior therapy with ipilimumab/CTLA- antibody for metastatic/unresectable disease is allowed unless they have received it as combination immunotherapy. Patients who received these agents in the adjuvant setting may be enrolled, provided it has been at least months since receiving therapy Backfill enrollment in Phase Ib may be managed such that approximately half of the patients in each backfill cohort will not have been trated with prior immune checkpoint inhibitors (anti-PD-L/PD- [programmed death-] and/or cytotoxic T-lymphocyte-associated protein [CTLA-]), except for those patients with tumor indications where cancer immunotherapy (CIT) is approved as treatment by local regulatory authorities Additional Inclusion Criteria for Participants in Each Indication-Specific Exploration/Expansion Cohort of Phase b: Having received any prior MAb (monoclonal antibodies) against CTLA- (cytotoxic T lymphocyte-associated antigen), PD-, or PD-L or having received other investigational MAbs (monoclonalantibodies) within months Prior use of systemic checkpoint inhibitors (including PD-, PD-L, and CTLA- targeting agents) for the management of ACC, non-urothelial bladder cancer/upper tract, non-adenocarcinoma prostate cancer, penile cancer or treatment refractory germ-cell tumor is excluded Patients treated with PD- or PD-L inhibitors, CDK / inhibitors, or other immune-based therapy are eligible Has not received prior therapy with CTLA-, PD-/PD-L inhibitors, other co-stimulatory or co-inhibitory immune checkpoint antibody therapies (e.g. LAG, TIM, CD, KIRDL, CD, and CD) for distant metastatic melanoma; patients who have received MAPK inhibitors are allowed on condition that they have recovered from adverse events to at most grade by Common Terminology Criteria for Adverse Events (CTCAE) v. and at least days have elapsed between last dose of MAPK inhibitors and C-AMT imaging; patients who have previously received CTLA- inhibitors in the adjuvant setting are allowed to participate as long as they discontinued CTLA- treatment at least days ago; patients who have previously received adjuvant PD- inhibitors are excluded