CP-675,206 (CTLA4-Blocking Monoclonal Antibody) Combined With Dendritic Cell Vaccine Therapy in Treating Patients With Stage III or Stage IV Melanoma That Cannot Be Removed With Surgery

Inclusion Criteria: * Histologically confirmed cutaneous or mucosal melanoma, meeting criteria for 1 of the following: * Unresectable stage III disease (locally relapsed unresectable, in-transit lesions, or unresectable draining nodes) * Stage IV disease, metastatic to 1 of the following sites: * Skin, subcutaneous tissues, or distant lymph nodes * Lung * Other visceral sites with lactic dehydrogenase ≤ 2 times upper limit of normal (unless due to liver stasis) * De novo metastatic disease allowed provided patient refused any standard or approved stage-appropriate therapy for melanoma * Measurable disease * HLA-A2.1 positive (HLA-A\*0201 by molecular subtyping) * MART-1-expressing tumor by reverse transcription polymerase chain reaction or immunohistochemistry * No symptomatic brain metastases and/or progression of CNS metastases within the past 4 weeks * Age 18 and over * Performance status ECOG 0-1 OR * Karnofsky 70-100% * HIV negative * Negative pregnancy test * Fertile patients must use effective barrier contraception during and for 3 months after study participation * More than 30 days since prior immunotherapy for metastatic, relapsed, or primary melanoma * More than 30 days since prior chemotherapy for metastatic, relapsed, or primary melanoma * More than 4 weeks since prior corticosteroids * More than 30 days since prior radiotherapy for metastatic, relapsed, or primary melanoma * More than 30 days since prior surgery for metastatic, relapsed, or primary melanoma. * More than 30 days since other prior therapy for metastatic, relapsed, or primary melanoma * More than 14 days since prior anti-infective therapy * More than 4 weeks since prior immune suppressive therapy (e.g., cyclosporine) Exclusion Criteria: * chronic hepatitis B or C * asthma * inflammatory bowel disease * celiac disease * history of chronic colitis or other chronic gastrointestinal conditions associated with diarrhea or bleeding * active chronic inflammatory or autoimmune disease, including any of the following: * Psoriasis * Rheumatoid arthritis * Multiple sclerosis * Hashimoto's thyroiditis * Addison's disease * Graves' disease * Systemic lupus erythematosus * active infection OR fever over 100° F within the past 3 days * allergy to study drugs * pregnant * symptomatic seizures * other medical problem that would preclude study participation * prior melanoma immunotherapy containing MART-1 antigen * prior anti-T-cell therapy * prior anti-cytotoxic T-lymphocyte-associated antigen-4 monoclonal antibody (CP-675,206) * organ allografts requiring long-term immune suppressive therapy