Additional Study Information: This phase Ib trial studies the side effects of nivolumab and to see how well it works in treating patients with autoimmune disorders and cancer that has spread to other places in the body or cannot removed by surgery. Immunotherapy with monoclonal antibodies, such as nivolumab, may help the body's immune system attack the cancer, and may interfere with the ability of tumor cells to grow and spread. Cancers include: bladder cancer, cervical cancer, head and neck/oral cancers, kidney cancer, adrenal cancer, liver cancer, lung cancer, lymphoma, and skin cancer (melanoma).