No history of unrelated (non-lymphomatous) neoplasms within past 5 years other than non-melanoma skin cancer or in-situ cancer Previous history of invasive malignancy (except non-melanoma skin cancer) unless the patient has been disease free for at least 2 years prior to study entry (or first day of chemotherapy for patients having started chemotherapy prior to first step registration); patients with a previous history of carcinoma in situ are eligible Patients must have metastatic histologically or cytologically confirmed uveal melanoma; (if histologic or cytologic confirmation of the primary is not available, confirmation of the primary diagnosis of uveal melanoma by the treating investigator can be clinically obtained, as per standard practice for uveal melanoma); pathologic confirmation of diagnosis will be performed at Columbia University, Memorial Sloan-Kettering Cancer Center (MSKCC) or Vanderbilt University Medical Center Patients must have histologically or cytologically confirmed (at original diagnosis or subsequent recurrence or progression) lymphoma, chronic lymphocytic lymphoma (CLL) or solid tumor; patients with lymphoma or CLL must have radiologically or clinically evaluable disease, and be refractory to standard therapy as defined by relapse within 6 months of last treatment (see note below); patients with solid tumors must have radiologically or clinically evaluable disease that is metastatic, unresectable, progressive, or recurrent, and for which standard curative measures do not exist or are no longer effective* Patients with a liver mass, raised alpha-fetoprotein level (>= 500 ng/mL) and positive serology for hepatitis, consistent with a diagnosis of hepatocellular carcinoma will be eligible without the need for pathologic confirmation of the diagnosis* Patients with prostate cancer, renal cell cancer, neuroendocrine tumors, lung cancer, colorectal cancers, soft tissue sarcomas, glioma and thyroid cancer are excluded in the normal and mild cohorts due to a lack of efficacy in these tumor types in phase 2 studies; patients with breast, pancreatic, bladder, head and neck cancers, as well as melanoma and other malignancies are eligible* Note: patients with prostate cancer, renal cell cancer, lung cancer, colorectal cancers, soft tissue sarcomas, glioma and thyroid cancer are allowed to enroll in the moderate and severe cohorts provided the patients:** Sign a separate consent form which outlines the lack of efficacy observed in prior studies** Are consented to the study by a protocol-specified designee who is not their longitudinal oncologist; patients with neuroendocrine tumors are still excluded from the moderate and severe cohorts* Note: as romidepsin is approved for patients with relapsed or refractory peripheral T-cell lymphoma (PTCL) or cutaneous T cell lymphoma (CTCL), these patients would be eligible WITHOUT the requirement of having relapsed within 6 months of last treatment Patients with prostate cancer, renal cell cancer, neuroendocrine tumors, lung cancer, colorectal cancers, soft tissue sarcomas, glioma, and thyroid cancer are excluded in the normal and mild cohorts due to a lack of efficacy in these tumor types in phase 2 studies; patients with prostate cancer, renal cell cancer, lung cancer, colorectal cancers, soft tissue sarcomas, glioma and thyroid cancer are allowed to enroll in the moderate and severe cohorts only; patients with neuroendocrine tumors are still excluded from the moderate and severe cohorts Any previous diagnosis of cancer except for non-melanoma skin cancer Female patients presenting with initial diagnosis of any type of cancer Patients must have a diagnosis of metastatic melanoma which is measurable either clinically or radiologically Prostate cancer pain requiring regularly scheduled narcotics Anal HSIL lesions are visible at randomization and no lesions are suspicious for invasive cancer For females, documentation that the participant is being followed with cervical cytology and/or HPV testing per current Guidelines for the Prevention and Treatment of Opportunistic Infections in HIV-Infected Adults and Adolescents and American Society for Colposcopy and Cervical Pathology (ASCCP) guidelines; cervical cytology must be performed prior to randomization for women who are overdue for screening per the guidelines; women should also have confirmation of absence of cancer or suspected cancer upon visual examination of the vulva, vagina, and cervix within 12 months prior to randomization History of anal cancer Biopsy proven (from primary lesion and/or lymph nodes) diagnosis of cancer of the nasopharynx For females, documentation that the participant is being followed with cervical cytology and/or HPV testing per current Guidelines for the Prevention and Treatment of Opportunistic Infections in HIV-Infected Adults and Adolescents and American Society for Colposcopy and Cervical Pathology (ASCCP) guidelines; cervical cytology must be performed prior to enrollment for women who are overdue for screening per the guidelines; women should also have confirmation of absence of cancer or suspected cancer upon visual examination of the vulva, vagina, and cervix within 12 months prior to enrollment History of anal cancer, penile, vulvar, vaginal, or cervical cancer, or signs of any of these malignancies at baseline; participants with prior carcinoma in situ will not be considered to have prior cancer for eligibility purposes Other types of invasive malignancy that are not disease free within 3 years except for non-melanoma skin cancer, lentigo maligna, any carcinoma-in-situ or prostate cancer with low risk factors Patients must not have any history of locally advanced or metastatic cancer requiring systemic therapy within 5 years from randomization, with the exception of in-situ carcinomas and non-melanoma skin cancer; patients must have no previous primary lung cancer diagnosed concurrently or within the past 2 years Patients must have histological or cytological confirmation of melanoma that is metastatic or unresectable and clearly progressive* NOTE: Any patient with BRAF V600 mutant melanoma (whether cutaneous, acral or mucosal primary) who meets the eligibility criteria is eligible for participation in this trial; patients with uveal melanoma are not eligible for this trial Adequately treated non-melanomatous skin cancer or lentigo maligna melanoma without current evidence of disease Patients with colorectal cancer should have failed at least one oxaliplatin-containing regimen Ulcerated skin lesions For females, documentation that the participant is being followed with cervical cytology and/or HPV testing per current Guidelines for the Prevention and Treatment of Opportunistic Infections in HIV-Infected Adults and Adolescents and American Society for Colposcopy and Cervical Pathology (ASCCP) guidelines; cervical cytology must be performed prior to enrollment for women who are overdue for screening per the guidelines; women should also have confirmation of absence of cancer or suspected cancer upon visual examination of the vulva, vagina, and cervix within 12 months prior to enrollment No prior history of anal cancer, including SISCCA Past history of any lung cancer Previous history of lung cancer Diagnosis of any other invasive cancer (other than non-melanoma skin cancer or carcinoma in situ of the cervix) that requires ongoing treatment or for which there is evidence of active disease Patients must have histologically or cytologically confirmed metastatic or locally recurrent uveal melanoma; because histologic or cytologic confirmation of primary uveal melanoma is not always possible, confirmation of the clinical diagnosis of uveal melanoma by the treating investigator is allowed; clinical diagnosis of uveal melanoma is often made by an ophthalmologist, not by tissue diagnosis; if an ophthalmologist diagnosed and treated a patient for uveal melanoma in the past, it is sufficient for a clinical diagnosis Patient has had a prior invasive malignancy diagnosed within the last three years (except [1] non-melanoma skin cancer or [2] prior in situ carcinoma of the cervix); patients are excluded if they have received prior pelvic radiotherapy for any reason that would contribute radiation dose that would exceed tolerance of normal tissues at the discretion of the treating physician Have a confirmed diagnosis of cancer Patient wishes to become pregnant* Note: patients who have undergone oocyte/embryo/ovarian tissue cryopreservation at breast cancer diagnosis and/or have a previous history of assisted reproductive technology (ART) are eligible Prior history of another malignancy (except for non-melanoma skin cancer or in situ cervical or breast cancer) unless disease free for at least three years; patients with prostate cancer are allowed if prostate specific antigen (PSA) is less than 1 No history of other malignancy within the past 4 years, except for malignancies with a > 95% likelihood of cure (e.g. non-melanoma skin cancer, papillary thyroid cancer, in situ cervical cancer); patients cannot have metastatic breast or other cancer Synchronous colon cancer Other invasive cancer within 5 years before randomization; exceptions are colonic polyps, non-melanoma skin cancer or carcinoma-in-situ of the cervix Patients must have a current diagnosis of breast cancer, non-small cell lung cancer, or colorectal cancer; the current diagnosis may be an initial diagnosis or recurrence and/or progression of previously diagnosed disease; cancer may be metastatic or non-metastatic Patients must have histologic or cytologic diagnosis of non-melanoma skin cancer (NMSC) or lymphomas other than B-cell lymphomas; as both of those terms are categories rather than specific diagnoses, specific guidance on eligible tumor types is provided below Followed for cancer or survivorship care at one of the following institutions: * Dana Farber/Harvard Cancer Center* Hospital for Sick Children* Childrens Hospital of Eastern Ontario* Oregon Health and Science University* Seattle Childrens Hospital* Yale University