Inclusion Criteria: - Men and women > 18 years - Eastern Cooperative Oncology Group (ECOG) status = 0 to 1 - Subjects with unresectable Stage III or IV melanoma who are either refractory or intolerant to, or have refused standard therapy for treatment of metastatic melanoma - Subject must have histologic or cytologic confirmation of advanced melanoma - Subjects must have at least one measurable lesion at baseline by computed tomography (CT) or magnetic resonance imaging (MRI) as per Response Evaluation Criteria in Solid Tumors (RECIST) 1.1 criteria - Subjects must have at least 1 tumor site that can be biopsied at acceptable clinical risk and must consent to pre- and post-treatment biopsies Exclusion Criteria: - Active or progressing brain metastases - Other concomitant malignancies (with some exceptions per protocol) - Active or history of autoimmune disease - Positive test for human immunodeficiency virus (HIV) 1&2 or known acquired immunodeficiency syndrome (AIDS) - History of any hepatitis - Prior therapy with any antibody/drug that targets the T cell coregulatory proteins, including but not limited to, anti-PD-1, anti-PD-L1, anti-PD-L2, anti-CD137, anti-OX-40,and anti-CD40 antibodies. However, half the patients must have progressed on anti Cytotoxic T lymphocyte-associated antigen 4 (anti-CTLA4) monoclonal antibody therapy