Additional Study Information: This study is for patients with advanced cancers such as gastroenteropancreatic or lung or thymus or other neuroendocrine tumors or small cell lung cancer or large cell neuroendocrine carcinoma of the lung. This research study tests whether an experimental drug called PEN-221 may help people with before mentioned cancers. It is thought that PEN-221 might be able to bind to a kind of cancer cell that contains a high amount of a molecule called somatostatin receptor and then might be able to stop those cancer cells from growing. The purpose of this study is to learn how the study drug, PEN-221, affects the body and how the body affects PEN-221. The study will look at how well research subjects with advanced cancer tolerate PEN-221. The study will also look for the most useful dose of PEN-221, learn how the amount of PEN-221 changes over time in blood, and look at whether PEN-221 may make tumors get smaller or disappear. This is the first time this study drug has been tested in humans.