Additional Study Information: You are being asked to participate in this study because you have cancer that is late in stage or spread to other parts of the body that includes the lining of urinary tract. The purpose of this study is to see whether LY3866288 is safe, the possible side effects, how well your disease responds to treatment study drug and which does level of study drug should be tested and is the most optimal for patients in future studies along with Pembrolizumab and Enfortumab Vedotin. LY3866288 is an investigational study drug which means it is not approved by the United States Food and Drug Administration (FDA). In Phase 1a of the study, where doctors are trying to find the best dose of the study drug - one that works well with the fewest side effects. This part of the study includes dose escalation (slowly increasing the drug amount) or dose optimization (finding the best dose for safety and benefit). In Phase 1b is called dose expansion. This happens after doctors find a safe dose of a new treatment. They then give that same dose to more people to better understand how well it works and what side effects it might cause.