Additional Study Information: The purpose of this research study is to test the effectiveness (how well the drug works), safety, and tolerability varlilumab and nivolumab (investigational drugs) together in patients with advanced solid tumors. Varlilumab and nivolumab are antibodies (types of human protein) that are manufactured in a laboratory and are being tested to see if they will allow the body's immune system to work against tumor cells. This is the first time varlilumab and nivolumab have been tested together in humans. Using similar agents in cancer models in mice showed that combining the treatments worked better than either treatment alone.