High Dose IL-2 in Combination With Anti-PD-1

Inclusion Criteria: * Patient has the ability to understand and the willingness to sign a written informed consent. * Age ≥ 18 years at the time of consent. * At least 6 weeks of prior anti-PD-1 therapy with documented clinical or radiographic progression. Last anti-PD-1 therapy must be within 6 months of enrollment. * Histologically-confirmed diagnosis of unresectable stage III or metastatic (stage IV) melanoma or renal cell carcinoma * Measurable disease, defined as at least 1 tumor that fulfills the criteria for a target lesion according to RECIST 1.1, and obtained by imaging within 28 days prior registration for protocol therapy. * Has an Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1 within 28 days prior to registration for protocol therapy. * Adequate hepatic function within 28 days prior to registration for protocol therapy defined as meeting all of the following criteria: * total bilirubin ≤ 1.5 × upper limit of normal (ULN) OR direct bilirubin ≤ ULN for subjects with total bilirubin levels \> 1.5 x ULN (except in patients with Gilbert's syndrome who must have a total bilirubin less than 3.0 mg/dl.) * and aspartate aminotransferase (AST) ≤ 2.5 × ULN or ≤ 5 × ULN for subjects with known hepatic metastases * and alanine aminotransferase (ALT) ≤ 2.5 × ULN or ≤ 5 × ULN for subjects with known hepatic metastases * Adequate renal function within 28 days prior to registration for protocol therapy defined by either of the following criteria: * Serum creatinine ≤ 1.5 mg/dL * OR if serum creatinine \> 1.5 mg/dL, estimated glomerular filtration rate (GFR) ≥ 50 mL/min * Adequate hematologic function within 28 days prior to registration for protocol therapy defined as meeting all of the following criteria: * hemoglobin ≥ 9.0 g/dL * and absolute neutrophil count (ANC) ≥ 1000/L without the support of filgrastim * white blood cells (WBC) ≥ 3000/L * and platelet count ≥ 100 × 109/L * Adequate coagulation functioning within 28 days prior to registration for protocol therapy defined by either of the following criteria: * INR \< 1.5 × ULN * OR for subjects receiving warfarin or LMWH, the subjects must, in the investigator's opinion, be clinically stable with no evidence of active bleeding while receiving anticoagulant therapy. The INR for these subjects may exceed 1.5 × ULN if that is the goal of anticoagulant therapy. * Adequate pulmonary and cardiac function for HD IL-2 (will be assessed clinically) * Female subjects of childbearing potential must have confirmed negative urine or serum pregnancy test prior to drug administration and be willing to use two methods of birth control. * Male subjects who are not surgically sterile (vasectomy) must agree to use an adequate method of contraception. * Subject's toxicities from prior treatments must have recovered to a grade 1 or less (except for toxicities such as alopecia or vitiligo) Exclusion Criteria: * Active infection requiring systemic therapy * Women who are pregnant or breastfeeding. * Second active malignancy within the past 5 years with the exception of localized basal or squamous cell skin cancer, in situ cervical or bladder cancer, or localized prostate cancer under active surveillance. * Active symptomatic central nervous system (CNS) metastases. Prior treated metastases or asymptomatic metastases are allowed. Patient can receive radiation between treatments if deemed medically necessary. * Surgery within 4 weeks prior to study treatment except for minor procedures. * Uncontrolled or poorly-controlled hypertension (\> 160 mmHg systolic or \> 100 mmHg diastolic for \> 4 weeks) despite standard medical management. * Serious or non-healing wounds, ulcers, or bone fractures within 28 days prior to initiation of study treatment. * Any arterial thromboembolic events, including but not limited to myocardial infarction, transient ischemic attack, cerebrovascular accident, or unstable angina, within 6 months prior to initiation of study treatment. * Has any condition that, in the opinion of the investigator, might jeopardize the safety of the patient or interfere with protocol compliance. * Has any mental or medical condition that prevents the patient from giving informed consent or participating in the trial. * Known hypersensitivity to nivolumab or IL-2 or any of their components. * Known history of active tuberculosis. * Concurrent systemic steroid therapy with doses above physiologic level (more than 10 mg of prednisone daily). * Active autoimmune disease, including but not limited to myasthenia gravis, myositis, autoimmune hepatitis, systemic lupus erythematosus, rheumatoid arthritis, inflammatory bowel disease, vascular thrombosis associated with anti-phospholipid syndrome, granulomatosis with polyangiitis, Sjögren's syndrome, Guillain-Barré syndrome, multiple sclerosis, vasculitis, or glomerulonephritis requiring treatment. Patients cannot be on immunosuppressive medications other than physiologic replacement doses of prednisone (less than 10 mg per day at enrollment) or equivalent steroid. Asymptomatic patients or those stable on non-immunosuppressive medications are eligible. * Treatment with any investigational agent within 21 days prior to initiation of study treatment and the subject must have recovered from the acute toxic effects of the regimen with the exception of prior anti-PD-1.