Azacitidine Combined With Pembrolizumab and Epacadostat in Subjects With Advanced Solid Tumors (ECHO-206)

Inclusion Criteria: * Willingness to provide written informed consent for the study. * Willingness to undergo a pretreatment and on-treatment tumor biopsy to obtain tumor tissue. * Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1. * Part 1: Subjects with histologically or cytologically confirmed advanced or metastatic solid tumors that have failed prior standard therapy (disease progression; subject refusal or intolerance is also allowable). * Part 2: \*Note: Subjects must have failed available therapies that are known to confer clinical benefit as indicated below, unless they are ineligible, intolerant, or refused standard treatment. * Subjects with histologically or cytologically confirmed NSCLC: * Metastatic (Stage IV) or recurrent NSCLC (according to American Joint Committee on Cancer 7th edition guidelines) who have had disease progression after available therapies for advanced or metastatic disease that are known to confer clinical benefit, been intolerant to treatment, or refused standard treatment. * Prior systemic regimens must include previously approved therapies, including a platinum-containing chemotherapy regimen; a tyrosine kinase inhibitor for tumors with driver mutations; and checkpoint inhibitors where approved. * Must have disease progression on a prior PD-1-pathway targeted agent. * Subjects with recurrent (unresectable) or metastatic CRC: * Have histologically confirmed microsatellite stable (MSS) CRC. * Stage IV MSS CRC (according to American Joint Committee on Cancer 7th edition guidelines) who have had disease progression after available therapies for advanced or metastatic disease that are known to confer clinical benefit, been intolerant to treatment, or refused standard treatment. * Prior systemic regimens must include previously approved therapies, including fluoropyrimidine-, oxaliplatin-, and irinotecan-based chemotherapy; an anti-VEGF therapy (if no contraindication); and if negative for KRAS, NRAS, and BRAF mutations and no contraindication, an anti-epidermal growth factor receptor (EGFR) therapy; and progressed after the last administration of approved therapy. * Subjects with HNSCC: * Histologically confirmed squamous cell carcinoma of the oral cavity, oropharynx, hypopharynx, or larynx. * Carcinomas of the nasopharynx, salivary gland, or nonsquamous cell histology are excluded. * Must have received prior treatment with a platinum-based therapy * Must have had documented disease progression while on a prior PD-1 pathway-targeted agent. * Subjects with melanoma: * Histologically or cytologically confirmed melanoma. * Unresectable Stage III or Stage IV melanoma, as per American Joint Committee on Cancer staging system not amenable to local therapy. * Subjects with urothelial carcinoma: * Histologically or cytologically confirmed urothelial carcinoma of the renal pelvis, ureter, urinary bladder, or urethra that is transitional cell or mixed transitional/nontransitional (predominantly transitional) cell type. * Stage IV locally advanced or metastatic urothelial carcinoma (according to American Joint Committee on Cancer 7th edition guidelines) with documented disease progression while on a PD-1 pathway targeted therapy. Exclusion Criteria: * Laboratory parameters not within the protocol-defined range. * Receipt of anticancer medications or investigational drugs within a defined interval before the first administration of study drug. * Has not recovered from toxic effects of prior therapy to ≤ Grade 1. * Active or inactive autoimmune disease or syndrome. * Active infection requiring systemic therapy. * Known active central nervous system (CNS) metastases and/or carcinomatous meningitis. * History or presence of an abnormal ECG that, in the investigator's opinion, is clinically meaningful. * Has received a live vaccine within 30 days of planned start of study therapy. * Prior receipt of an IDO inhibitor. * Subjects with uncontrolled type I or type II diabetes mellitus (defined as HgbA1c \> 8). * Prior receipt of a BET inhibitor (Treatment Group B only). * Subjects with a history of bleeding related to cancer under study requiring a medical intervention (eg, embolization procedure, RBC transfusion, or hospitalization) within 30 days of study enrollment (Treatment Groups B and C only). * Clinically significant bleeding within 14 days of Cycle 1 Day 1 (Treatment Groups B and C only). * Prior receipt of an LSD1 inhibitor including INCB059872 (Treatment Group C only).