A Study to Evaluate the Efficacy and Safety of Bintrafusp Alfa (M7824) Monotherapy in Metastatic or Locally Advanced Urothelial Cancer

Inclusion Criteria: * Participants can give signed informed consent/assent. * Participants with histologically confirmed locally advanced or metastatic or locally advanced/unresectable urothelial carcinoma (including renal, pelvis, ureter, urinary bladder, urethra). * Able to provide, a tumor tissue sample collected during screening and prior to administration of bintrafusp alfa. * Eastern Cooperative Oncology Group (ECOG) performance status (PS) 0-1. * Participants with adequate organ system functions. * Life expectancy of at least 12 weeks. * A female is eligible if she is not pregnant or breastfeeding. Exclusion Criteria: * Active brain and/or leptomeningeal disease that is symptomatic or requires therapeutic intervention. Participants with asymptomatic central nervous system (CNS) metastases who are clinically stable as demonstrated by serial brain images and have no requirement for corticosteroids for at least 14 days prior to enrollment are eligible. * History of malignancy other than urothelial cancer within the last 3 years except for localized tumors that have been treated with curative intent or have not required therapy in the past 2 years. (e.g., resected non-melanoma skin cancer). * No more than 2 lines of systemic therapy for the treatment of metastastic disease. If the most recent therapy was not a platinum-based regimen, the participant must have progressed on or after that therapy. * Cirrhosis or current unstable liver or biliary disease per investigator assessment. * Current pneumonitis or history of non-infectious pneumonitis that required systemic immunosuppressive treatment. * Active autoimmune disease that required systemic immunosuppressive treatment within the past 2 years. * Received prior allogeneic/autologous bone marrow or solid organ transplant. * Receiving systemic corticosteroids (\>10 milligrams \[mg\] daily oral prednisone or equivalent) or other immunosuppressive agent within 7 days prior to study treatment. Inhaled or topical steroids are permitted. * Known severe hypersensitivity reactions to monoclonal antibodies or any ingredient used in the study treatment formulation (Grade \>=3 National Cancer Institute Common Terminology Criteria for Adverse Events \[NCI-CTCAE\] version 5.0). * Active infection requiring systemic therapy. * Received any live vaccine within 30 days prior first dose of intervention. * Known history of positive test for human immunodeficiency virus (HIV) with the exception of participants with cluster of differentiation 4 (CD4) + T-cell (CD4+) counts \>=350 cells per microliter (cells /uL) and no history of acquired immunodeficiency syndrome (AIDS)-defining opportunistic infections. * Active hepatitis B virus (HBV) (HBV surface antigen-positive). * Active hepatitis C virus (HCV) infection, or positive HCV antibody, with the exception of participants that 1. Have HCV viral load below the limits of quantitation and 2. Completed curative antiviral therapy or are receiving and compliant with antiviral therapy. * History or evidence of cardiac abnormalities within the 6 months prior to first dose of intervention. * Participants with history of bleeding diathesis or recent major bleeding events considered by the Investigator as high risk for investigational drug treatment are also excluded. * Any other serious or uncontrolled medical disorder that, in the opinion of the investigator, may increase the risk associated with study participation or study drug administration, impair the ability of the participant to receive protocol therapy, or interfere with the interpretation of study results. * Received prior systemic anti-cancer therapy within 2 weeks prior to study treatment. * Received prior therapy with an anti-programmed death 1 (PD-1), anti-programmed death Ligand 1 (anti-PD-L1), anti-PD-L2, anti-CD137, or anti-Cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways). * Received prior therapy targeting transforming growth factor (TGF) beta - (e.g., Galunistertib). * Received radiation therapy (or other non-systemic disease therapy) within 2 weeks prior to study treatment. * Undergone major surgery within 4 weeks prior to administration of study treatment.