Less Frequent IV Dosing & Tumor Microenvironment (TME) Study of Nemvaleukin Alfa (ALKS 4230) Monotherapy and in Combination With Pembrolizumab (ARTISTRY-3)

Inclusion Criteria: * Patients must have histologically or cytologically confirmed diagnosis of an advanced solid tumor type of cutaneous melanoma, RCC, TNBC, MSS colorectal cancer, MSI-H solid tumors (NOS), or ovarian cancer with at least 1 accessible lesion for biopsy (Cohort 1 TME) * Patients must have histologically or cytologically confirmed epithelial tumor of the fallopian tube, peritoneum, or ovaries, cervical cancer, endometrial cancer, non-small cell lung adenocarcinoma, small cell lung cancer, gastric and gastroesophageal junction adenocarcinoma, esophageal cancer (squamous and adeno cell type), pancreatic cancer, biliary tract tumor (including intra- and extrahepatic cholangiocarcinoma, gall bladder, ampullary type), cutaneous melanoma, mucosal melanoma, head and neck squamous cell carcinoma, or metastatic or advanced breast cancer after treatment failure or intolerance of 1 to 3 established indication specific therapies (Cohort 2) * Patient must have received 1 to 3 prior FDA-approved targeted therapies, failure of adjuvant and neoadjuvant therapy is considered 1 line of treatment * All patients' baseline biopsies must be taken no more than 3 months before Screening and at least 4 weeks after completion of last antineoplastic therapy * Patients must have at least 1 lesion that qualifies as a target lesion * Patients must have adequate hematologic reserve * Patients must have adequate hepatic and renal function * For Cohort 1 (TME) and Part A of Cohort 2 (less frequent IV dosing), treatment with prior immunotherapy is permitted unless the patient has previously experienced grade ≥3 autoimmune toxicity or drug-related toxicity requiring discontinuation. Patients in Part B of Cohort 2 (less frequent IV dosing) who received prior anti-PD-(L)1 for at least 3 months may enroll if they had a response of stable disease or better * For Cohort 1 (TME), patients who have received prior anti-PD-1 directed therapy must wait at least 4 weeks from last dose of such therapy before the Screening biopsy is collected * Women of childbearing potential (WOCBP) must have a negative pregnancy test * Additional criteria may apply Exclusion Criteria: * Patients with active or symptomatic central nervous system metastases * Patients who require pharmacologic doses of systemic corticosteroids (greater than 10 mg of prednisone daily or equivalent) * Patients known to be positive for HIV and/or history of hepatitis B, or C infections or is known to be positive for hepatitis B antigen (HBsAg)/hepatitis B virus (HBV) DNA or hepatitis C antibody (Hep C Ab) or RNA. * Patients with a known additional malignancy within 2 years of the start of Screening * Patients who have received radiotherapy within the last 4 weeks before start of study treatment * Patients who have received systemic immunomodulatory agents within 4 weeks or 5 half lives, whichever is shorter, before Cycle 1 Day 1, * Patients who have received prior IL-2-based or IL-15-based soluble protein therapy at any time in the past are excluded * Additional criteria may apply