Tissue acquisition: patient must agree to provide the required research biopsies at baseline, week and at surgery for integral and integrated biomarker and correlative studies Ability to provide adequate tissue sample Provide tumor tissue sample. Participant must consent to provide the following for biomarker analyses: Subjects must provide either a fresh or archived tumor sample for correlative study analyses Provide tissue for biomarker analysis from a newly or recently-obtained biopsy (within days of Study Day ) of a tumor lesion not previously irradiated Must consent to provide biomarker analyses as described in the protocol. Willing to provide blood and tissue from diagnostic biopsy and at the time of surgery Consent to provide an archival tumor tissue sample (if available) and to undergo baseline and on treatment tumor biopsies for pharmacodynamic biomarker analysis Be willing to provide a tissue sample for pre-treatment intra-tumoral assessment of proinflammatory and immunosuppressive factors; Tumor tissue from an unresectable or metastatic site of disease must be provided for biomarker analyses Consent to provide mandatory paired tissue biopsies, obtained within weeks prior to the first study dose of CORT and/or enzalutamide and at Cycle Day (soft tissue biopsy is preferred, when possible) Available primary tumor tissue for CMS biomarker assessment. Subjects must consent to provide archival tumor tissue (initial and subsequent tumor biopsy samples, if possible) for correlative biomarker studies STUDY TREATMENT: Tumor tissue from the most recently resected site of disease (preferable) or from the transurethral resection that yielded the initial muscle invasive diagnosis must be provided for biomarker correlative analyses; enrollment is permitted if adequate archived tissue is unavailable Tumor tissue from the core biopsy or resected site of disease must be provided for biomarker analyses Subject must consent to provide previously collected tumor tissue and a tumor biopsy during screening. Willing to provide tumor tissue amenable to ultrasound or computed tomography (CT)-guided biopsy for biomarker analyses\r\n* Patients with malignant ascites are permitted to participate and provide ascites samples for biomarker analyses\r\n* Patents receiving radiation to a single metastatic site in which only the primary tumor is accessible for biopsy by endoscopy will also be eligible Patients must agree to biospecimen submission for tissue and serum processing and storage for secondary biomarker studies All patients must be willing to provide research tumor tissue for biomarker studies at baseline (from archival tumor tissue or through endoscopy if sufficient archival tissue is not available); all patients must also allow biomarker studies on the tissue obtained through surgery to remove the primary cancer Tissue submitted for HRG-biomarker testing The subject must be willing to undergo the two paired tumor tissue biopsy procedures to obtain samples for biomarker analysis; tissue obtained must not be previously irradiated Willing to provide tumor tissue for biomarker analysis and/or archival tissue available from original diagnostic block Subjects must provide samples of tumor tissue Be willing to provide tissue Diagnostic primary tumor tissue must be available for biomarker correlatives, in both the dose-finding and expansion cohorts Subject must consent to provide previously collected tumor tissue Participants in Stage (Expansion) receiving erlotinib: i) sensitizing mutation in the EGFR gene and ii) consent to collection of tumor tissue samples before, during, and after treatment for biopsy and PD biomarker analyses. Able to provide biopsy tissue for biomarker analysis Can provide tumor tissue. Can provide tissue for PD-L and mesothelin biomarker analysis Tumor tissue sections must be available for biomarker evaluation Patient must agree to provide tumor tissue Patient must agree to provide tumor tissue from metastatic tissue at baseline Patient must agree to provide tumor tissue Tissue acquisition: subject must agree to provide the required research biopsies at baseline, at day (+ days [d]) and at surgery for biomarker and correlative studies The participant has evaluable tumor tissue available for biomarker analyses. Willing to provide tumor tissue for PD-L biomarker analysis (new or archived specimens with agreement of Sponsor). As of March , participants must be PD-L positive to be enrolled. Written consent to provide newly acquired tumor tissue (preferred) or archival tissue for the purpose of establishing PD-L status. Subjects must consent to provide archived tumor specimens and / or tumor biopsy for correlative biomarker studies. Written consent to provide newly acquired tumor tissue (preferred) or archival tissue for the purpose of establishing PD-L status. Have biomarker-positive solid tumor Tumor tissue from an unresectable or metastatic site of disease for biomarker analyses Consent to provide fresh tumor tissue during screening Patients must be willing to provide a screening and post-dose biopsy for biomarker analysis (extension phase only) In the extension phase, patients must be willing to provide a screening and post-dose biopsy for biomarker analysis Subjects must consent to provide archived tumor specimens or tumor biopsies for correlative biomarker studies. Tumor tissue from the resected site of disease must be provided for biomarker analyses No elevated biomarker (>ULN) that can be followed Consent to provide archival tumor tissue for biomarker testing Consent to provide archival tumor tissue for biomarker testing For dose escalation, tumor type that has high biomarker prevalence without molecular confirmation of biomarker status, or any tumor type with molecular confirmation of biomarker status; For MTD cohort expansion, only dedifferentiated liposarcoma will be included. Consent to provide archival tumor tissue for biomarker testing Be open to biomarker feedback Willingness to provide blood and tissue samples for safety/toxicity monitoring and biomarker analyses Patients must be willing to provide a core tissue biopsy at baseline and with repeat tissue collection after cycles of protocol therapy Is willing to provide tissue from a tumor lesion at baseline and at time of surgery. Patients must be agreeable to provide tissue prior to enrollment Are unwilling or unable to participate in, or do not have tissue adequate for participation in the biomarker analyses in the study. Are amenable to provide tumor tissue prior to treatment and provide tumor tissue after treatment initiation (both mandatory).