Brentuximab Vedotin With Pembrolizumab in Metastatic Solid Tumors

Inclusion Criteria * Participants must have * Metastatic squamous or nonsquamous non-small cell lung cancer (NSCLC) (without known targetable EGFR, ALK, ROS1, or BRAF mutations) who either * a) have not yet received frontline therapy for metastatic disease and without prior exposure to anti PD-1/PD-L1 or * b) are relapsed/refractory with progression on anti PD-1/PD therapy. * Relapsed/refractory metastatic cutaneous melanoma (regardless of mutation status) with progression on a PD-1 inhibitor * Metastatic head and neck squamous cell carcinoma (HNSCC) who have not yet received frontline therapy for metastatic disease and without prior exposure to a PD-1/PD-L1 inhibitor. * Cohorts 1-4 only: Melanoma participants must be currently on PD-1 checkpoint inhibitor (CPI) therapy (e.g. nivolumab or pembrolizumab) or had their last dose of PD-1 CPI containing therapy as the last previous line of therapy within 90 days prior to enrollment; PD-1 CPI therapy must be the immediate prior line of treatment. * Cohorts 1-4 only: Participants must have progressed on treatment with an anti-PD-1 monoclonal antibody (mAb) administered either as monotherapy, or in combination with other CPIs or other therapies. PD-1 treatment progression is defined by meeting all of the following criteria. * Have received at least 2 doses of an approved PD-1 inhibitor. * Have demonstrated disease progression (PD) after a PD-1 inhibitor as defined by RECIST v1.1. * Progressive disease has been documented within 90 days from the last dose of PD-1 inhibitor. * Participants with melanoma will need iRECIST confirmation of progression with a second assessment at least four weeks after the initial date of progressive disease * NSCLC participants on PD-1 inhibitor containing therapy for less than 90 days will need iRECIST confirmation of progression at least 4 weeks after the initial date of progressive disease * Tumor tissue sample obtained within 3 months prior to enrollment is required, and no systemic anticancer therapy given after the sample was obtained. * An Eastern Cooperative Oncology Group (ECOG) Performance Status score of equal or less than 1 Exclusion Criteria * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. * Prior immunosuppressive chemotherapy, any immunotherapy other than a PD-1 inhibitor within 4 weeks of first study drug dose. * History of another malignancy within 3 years before the first dose of study drug or any evidence of residual disease from a previously diagnosed malignancy.