Additional Study Information: The study involves research about MGA271 in combination with Keytruda. MGA271 targets cancer cells that make a lot of a protein called B7-H3. Another way to say it is that the cells "overexpress" the protein. Very few normal cells express B7-H3. MGA271 is though to work by recognizing cancer cells that overexpress B7-H3 and directing the body's immune system to kill those cells. Keytruda works in a different way. Some cancer cells hide from the immune system's attack by taking control of what is called the PD-1 pathway. Keytruda works by blocking the PD-1 pathway allowing the immune system to recognize and attack the expressing cancer cells. This combination of MGA271 and Keytruda may help the immune system to better recognize and destroy tumor cells. This study will be designed in two parts. The first part is designed to determine the best amount of the drug to be given. The second part is designed to use the dose that was determined in the first part and test the drug on a larger amount of individuals and see if the drug in combination with Keytruda can be effective as a treatment in breast cancer. For confirmed diagnosis of melanoma, Squamous Cell Cancer of the Head and Neck, or Non-Small Cell lung cancer.