A Personal Cancer Vaccine (NEO-PV-01) w/ Nivolumab for Patients With Melanoma, Lung Cancer or Bladder Cancer

Inclusion Criteria: * Willing and able to give written informed consent. * Have histologically confirmed unresectable or metastatic melanoma having received no more than one prior systemic therapy for the metastatic disease (eg. ipilumamab and/or BRAF inhibitor); unresectable or metastatic smoking-associated NSCLC having received no more than one prior systemic therapy for the metastatic disease (eg standard of care chemotherapy, as appropriate); unresectable or metastatic transitional cell carcinoma of the bladder, urethra, ureter or renal pelvis having received no more than one prior systemic therapy for the metastatic disease. * Have at least one site of disease measurable disease by RECIST v1.1 that has not been treated with local therapy within 6 months of study treatment. This can be the site for initial or repeat biopsies as long as it will remain measurable following biopsy. * At least one site of disease must be accessible to provide repeat biopsies for tumor tissue for sequence and immunological analysis. * Have ECOG PS of 0 or 1 with an anticipated life expectancy of \> 6 months. * Age ≥ 18 years. * Recovered from all toxicities associated with prior treatment to acceptable baseline status (for laboratory toxicity see below limits for inclusion) or National Cancer Institute Common Terminology Criteria for Adverse Events (NCI CTCAE), version 4.03, Grade of 0 or 1, except for toxicities not considered a safety risk (e.g., alopecia or vitiligo). * Screening laboratory values must meet the following criteria and should be obtained within 30 days (45 if biopsy is repeated) prior to study treatment: * White blood cell (WBC) count ≥ 3 × 10e3/µL * Absolute neutrophil count (ANC) ≥ 1.5 × 10e3/µL * Absolute lymphocyte count (ALC) ≥ 1 × 10e3/µL * Platelet count ≥ 100 × 10e3/µL * Hemoglobin \> 9 g/dL * Serum creatinine ≤ 1.5 × upper limit of normal (ULN) or creatinine clearance (CrCl) ≥ 40 mL/min/1.73 m * Aspartate aminotransferase (AST) and alanine aminotransferase (ALT) ≤ 3 × ULN * Total bilirubin ≤ 1.5 × ULN (except in patients with Gilbert Syndrome who can have total bilirubin \< 3.0 mg/dL). * Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity 25 IU/L or equivalent units of human chorionic gonadotropin \[HCG\]) within 7 days prior to the start of nivolumab. * Female participants, who are not free from menses for \>2 years, post hysterectomy / oophorectomy, or surgically sterilized, must be willing to use either 2 adequate barrier methods or a barrier method plus a hormonal method of contraception to prevent pregnancy or to abstain from sexual activity throughout the study, from screening through 5 months after the last dose of study treatment (including nivolumab single agent). Approved contraceptive methods include, for example: intrauterine device, diaphragm with spermicide, cervical cap with spermicide, male condom with spermicide, or female condom with spermicide. Spermicides alone are not an acceptable method of contraception. * Men who are sexually active with women of child bearing potential must agree to use a condom from screening through 7 months after the last dose of study treatment (including nivolumab single agent). * For NSCLC, patients must have a minimum of a 10 pack-year smoking history. Exclusion Criteria: * Received therapy with any immunotherapeutic agents including, but not limited to, any anti-PD1 or anti-PDL1 antibody therapy, with these exceptions: Melanoma patients having received and progressed on anti-CTLA4 (cyctotoxic T lymphocyte-associated antigen 4) may participate in the trial; Bladder cancer patients having received intra-vesical BCG may participate in the trial. * Received systemic anti-cancer therapy within 30 days of Week 0, Day 11 of study treatment. * Have untreated central nervous system (CNS) metastases. Patients are eligible for study participation if CNS metastases are adequately treated and patients are neurologically returned to baseline (except for residual signs or symptoms related to the CNS treatment) for at least 60 days prior to consent. In addition, patients must either be off corticosteroids, or on a stable or decreasing dose of 10 mg daily prednisone (or equivalent) for at least 60 days prior to consent. * Received non-oncology vaccine therapy for prevention of infectious diseases during the 4-week period prior to first dose of nivolumab therapy. Patients may not receive any non-oncology vaccine therapy during the period of NEO-PV-01 + adjuvant or nivolumab administration and until at least 8 weeks after the last dose of the booster vaccine. Annual influenza vaccines are allowed during screening and pre-treatment but not during nivolumab or NEO-PV-01 + adjuvant dosing. * Received radiation therapy within 4 weeks prior to Week 0, Day 1 of study treatment. Patients may not receive or have received any radiation therapy at the biopsy sites. * Have an active or history of autoimmune disease (known or suspected). Exceptions are permitted for vitiligo, type I diabetes mellitus, residual hypothyroidism due to autoimmune condition requiring only hormone replacement, psoriasis not on systemic treatment, or conditions not expected to recur in the absence of an external trigger. * Have a condition requiring systemic treatment with either corticosteroids (\> 10 mg daily prednisone equivalents) or other immunosuppressive medications within 15 days prior to the first dose of study treatment (nivolumab). Inhaled or topical steroids and adrenal replacement doses (≤ 10 mg daily prednisone equivalents) are permitted in the absence of active autoimmune disease. * Known human immunodeficiency virus (HIV) infection, active chronic hepatitis B or C, or life-threatening illnesses unrelated to cancer. * Have an uncontrolled intercurrent illness including, but not limited to, ongoing or active infection requiring treatment, symptomatic congestive heart failure, unstable angina pectoris, or cardiac arrhythmia. * Have any underlying medical condition, psychiatric condition, or social situation that, in the opinion of the Investigator, would compromise study administration as per protocol or compromise the assessment of AEs. * Have a planned major surgery. * Pregnant women are excluded from this study because nivolumab, personalized neoantigen peptides, and Poly-ICLC are agents with unknown risks to the developing fetus. * Nursing women are excluded from this study because there is an unknown but potential risk of adverse events in nursing infants secondary to treatment of the mother with nivolumab, personalized neoantigen peptides, and Poly-ICLC. * Have a history of an invasive metastatic disease, except for the following circumstances: individuals with a history of invasive metastatic disease are eligible if they have been disease-free for at least 2 years and are deemed by the Investigator to be at low risk for recurrence of that metastatic disease; individuals with the following cancers are eligible if diagnosed and treated: carcinoma in situ of the breast, oral cavity or cervix, localized prostate cancer, basal cell or squamous cell carcinoma of the skin. * Mucosal melanoma and uvueal melanoma. * Patients with NSCLC and known anaplastic lymphoma kinase (ALK) translocations or epidermal growth factor receptor (EGFR) mutations who have not received prior treatment with ALK or EGFR inhibitor.