A Study of AMG 355 Alone and in Combination With Pembrolizumab in Participants With Advanced Solid Tumors

Key Inclusion Criteria: * Age ≥ 18 years at the time of signing informed consent. * Participants with histologically or cytologically confirmed metastatic or locally advanced solid tumors who have relapsed after and/or are refractory to or ineligible for established and available therapies with known clinical benefit at time of pre-screening: * Group A: NSCLC, CRC, GC, and melanoma. * Group B: NSCLC, CRC, GC. * Eastern Cooperative Oncology Group Performance status 0 or 1. * Life expectancy of \> 3 months, in the opinion of the investigator. * At least 1 measurable lesion as defined by modified RECIST 1.1 guidelines. Note: this lesion should be avoided for the required biopsies on the study. * Participants must be willing to undergo 1 or more biopsies as follows: * Fresh biopsy prior to enrollment is preferred or, if fresh tissue is not obtainable, an archival tumor sample may be acceptable if the sample was obtained within 6 months of enrollment and participant has not received any other treatment since sample was obtained, consult the Medical Monitor. * Mandatory fresh biopsy during cycle 2 (before the restaging of CT-scan) of treatment with AMG 355 (± pembrolizumab). Note: Where slides are accepted, samples must consist of a minimum of 11 (21 preferred) freshly-cut, serially, sectioned, unstained slides. A formalin-fixed, paraffin embedded block is preferred if available, but in lieu of a block, unstained slides or fresh wet tissue is acceptable. Key Exclusion Criteria: * Participant who received prior therapy with an anti-PD-1, anti-PD-L1, or anti PD-L2 agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (eg, cytotoxic T-lymphocyte-associated protein 4 \[CTLA-4\], OX 40, CD137), and was discontinued from that treatment due to an immune-related adverse events. * Untreated or symptomatic brain metastases and leptomeningeal disease Note: participants with previously treated brain metastases may participate provided they are radiologically stable, ie, without evidence of progression for at least 4 weeks by repeat imaging (note that the repeat imaging should be performed during study screening), clinically stable and without requirement of steroid treatment for at least 14 days prior to first dose of study treatment. * Chronic intake of systemic corticosteroids (eg prednisone \> 10 mg/day or equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of study treatment. * Has an active autoimmune disease that has required systemic treatment in past 2 years (ie, with use of disease modifying agents, corticosteroids, or immunosuppressive drugs). Replacement therapy (eg, thyroxine or insulin) is not considered a form of systemic treatment and is allowed. * History of organ transplantation. * History of (non-infectious) pneumonitis/interstitial lung disease that required steroids or has current pneumonitis/interstitial lung disease. * History of any immune-related colitis. Infectious colitis is allowed if evidence of adequate treatment and clinical recovery exists and at least 3 months interval observed since diagnosis of colitis. Other protocol-defined inclusion/exclusion criteria apply.