Study Evaluating CMP-001 in Combination With Atezolizumab in Participants With Non-Small Cell Lung Cancer

Inclusion Criteria: * Histopathologically confirmed diagnosis of metastatic NSCLC. * Documented disease progression on prior programmed cell death-1/programmed death-ligand 1 (PD-1/PD-L1) therapy in any line. Participants must have received a minimum of 4 doses of anti-PD-1/PD-L1 therapy before enrolling into the CMP-001-003 study. If participants have received fewer than 4 doses of anti-PD-1/PD-L1 therapy, documented radiologic progression and sponsor approval is necessary prior to inclusion. * Participants with epidermal growth factor (EGFR) activating mutations, EGFR T790M or anaplastic lymphoma kinase (ALK) gene re-arrangement must have received prior standard of care and have evidence of disease progression. With the exception of participants with squamous cell cancer, EGFR and ALK status must be known prior to enrollment. * Participants must have at least one extra-central nervous system (CNS), non-bone tumor lesion amenable for IT injection greater than or equal to (\>=) 1.5 centimeters (cm) and that is not in close proximity or encasing crucial structures such as major blood vessels, trachea, nerve bundles. * Measurable disease per RECIST version 1.1. * Capable of understanding and complying with protocol requirements. * A life expectancy of greater than 24 weeks at Screening. * Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1 at Screening. * Most recent laboratory values within 2 weeks prior to Week 1 Day 1 meet the following standards: 1. Bone marrow function: Neutrophil count \>=1,500/ cubic millimeters (mm\^3) without granulocyte colony stimulating factor; Platelet count \>=100,000/mm\^3 without transfusion; Hemoglobin concentration \>=9.0 grams per deciliter (g/dL). 2. Liver function: Total bilirubin less than or equal to (\<=) 2.0 times the upper limit of normal (ULN) of each institution with the exception of participants with Gilbert Disease serum bilirubin \>= 3 \* ULN; Aspartate aminotransferase (AST) and alanine aminotransferase (ALT) \<=2.5 times the ULN with the following exceptions: participants with documented liver metastases; AST and ALT \<=5 \* ULN. 3. Renal function: serum creatinine \<=1.5 times the ULN. 4. Lactate dehydrogenase (LDH) \<=2 times ULN. 5. Partial thromboplastin time (PTT) and international normalized ratio (INR): Activated PTT (aPTT) \<=1.5 \* ULN, unless related to lupus anticoagulant. Participants receiving unfractionated heparin must have aPTT between 1.5 and 2.5 \* ULN or determined by their physician; INR \< =1.5 \* ULN. Participants receiving warfarin should have INR between 2.0 and 3.0 or within a range determined by their physician. * The participant must sign a written informed consent form prior to the initiation of any study procedures. Adult participants unable to provide written informed consent on their own behalf will not be eligible for the study. * For participants enrolled in Part B, metastatic lesions must be accessible for radiation therapy (that is, no direct overlap of the current treatment). Exclusion Criteria: * Pregnant or breastfeeding * Received investigational therapy (that is, small molecule or biologic) within 30 days prior to the start of CMP-001 dosing on Week 1 Day 1. However, if an investigational therapy has a short half-life, a reduced wash out period may be acceptable with Sponsor approval. Acceptable washout periods for non-investigational therapy include: 1. 3-14 days from prior tyrosine kinase inhibitor (TKI) depending on half-life. 2. 3 weeks from prior chemotherapy. 3. 1 week for prior palliative radiation therapy, or 2 weeks if prior brain radiation therapy. 4. Received treatment with anti- cytotoxic T-lymphocyte-associated protein 4 (anti-CTLA-4) antibody within 30 days prior to the start of CMP-001. 5. 14 days for prior PD-1 therapy. * Known infection with human immunodeficiency virus (HIV), hepatitis B virus (HBV) or hepatitis C virus (HCV). If there is no known or documented history of HIV, HBV or HCV, the site is not required to do additional testing for these values at Screening. * Developed autoimmune disorders of Grade 4 while on prior immunotherapy. Participants who developed autoimmune disorders, of Grade \<=3 may enroll if the disorder has resolved to Grade \<=1 and the participant has been off systemic steroids at doses greater than (\>) 10 milligrams per day (mg/day), for the treatment of the autoimmune disorder, for at least 2 weeks. * Require systemic pharmacologic doses of corticosteroids greater than the equivalent of 10 mg/day prednisone; topical, ophthalmologic and inhalational steroids are permitted. Participants who have a history of adrenal insufficiency and are receiving greater than 10 mg/day prednisone may be eligible but only after Sponsor consultations. Participants who are currently receiving steroids at a dose of \<=10 mg/day do not need to discontinue steroids prior to enrollment. * Active (that is, symptomatic or progressing) CNS metastases. However, participants with active CNS metastases are eligible for the trial if: 1. The metastases have been treated by surgery and/or radiotherapy. 2. The participant is off corticosteroids of \>10 mg/day prednisone or equivalent. 3. The participant is neurologically stable for at least 2 weeks prior to Screening. 4. Brain MRI completed within 6 weeks of Screening (required for all participants). * Any concurrent uncontrolled illness, including mental illness or substance abuse, which in the opinion of the Investigator, would make the participant unable to cooperate or participate in the trial. * Severe uncontrolled cardiac disease within 6 months of screening, including but not limited to uncontrolled hypertension; unstable angina; myocardial infarction (MI) or cerebrovascular accident (CVA). * Requires prohibited treatment (that is., non-protocol specified anticancer pharmacotherapy, surgery or conventional radiotherapy for treatment of malignant tumor). Limited field single dose radiotherapy for pain palliation would be allowed at any time during the course of treatment. * Women of childbearing potential who are unable or unwilling to use an acceptable method of contraception. * Requires continuous anti-coagulation or anti-platelet therapy that cannot be safely interrupted to allow for IT injection and/or history of coagulopathy. * History of another malignancy except for: 1. Malignancy treated with curative intent and with no known active disease \>5 years prior to the start of CMP-001 dosing on Week 1 Day 1 and of low potential risk for recurrence. 2. Adequately treated non-melanoma skin cancer or lentigo maligna without evidence of disease. 3. Adequately treated carcinoma in situ without evidence of disease (for example, cervical cancer in situ), superficial bladder cancer, squamous cell carcinoma of the skin, basal cell carcinoma of the skin. 4. Other concurrent low-grade malignancies such as chronic lymphocytic leukemia (CLL) (Rai 0) may be considered after discussion and permission from Sponsor.