Additional Study Information: The purpose of this study is to determine the safety and efficacy of CMP-001 when given in combination with nivolumab for patients with unresectable (not capable of being surgically removed) or metastatic (cancer spreads to a different body part from where it started) melanoma. CMP-001 will be given as an injection into the tumor and nivolumab will be given intravenously (into the vein). The study will collect certain lab tests in your blood and/or tumor changes while on CMP-001 plus nivolumab therapy combination so we can better understand how the drug is working.