Summary of Subject Eligibility Criteria:

        Key Inclusion Criteria:

        Subjects must be age ≥ 18 years at the time of informed consent. Subjects must have
        histologically or cytologically confirmed disease.

        Part 1 is restricted to BC, CRC, GEC, melanoma, NSCLC, or RCC with liver metastases or HCC.

        Part 2 Group A is restricted to advanced hormone receptor positive BC, CRC, TNBC, CSCC, and
        BCC with or without liver metastases.

          -  Part 2 Hormone receptor positive Breast Cancer Arm only: Histologically and/or
             cytologically confirmed diagnosis of estrogen receptor (ER) positive and/or
             progesterone receptor (PrR) positive breast cancer.

          -  Triple negative breast cancer: Histologically and/or cytologically confirmed diagnosis
             of ER negative, PrR negative, human epidermal growth factor receptor 2 (HER2)-Neu
             negative.

        Part 2 Group B is restricted to HCC (fibrolamellar and mixed
        hepatocellular/cholangiocarcinoma subtypes are not eligible).

        For HCC subjects with a diagnosis of hepatitis B, they must be on antiviral therapy for at
        least 4 weeks prior to enrollment and HBV viral load by real-time polymerase chain reaction
        (qPCR) must be < 100 IU/mL. HCC subjects with past or ongoing hepatitis C infection must
        have completed treatment for hepatitis C at least 1 month prior to study enrollment and
        hepatitis C viral load must be undetectable; subjects with hepatitis B and C must fulfill
        the eligibility criteria for hepatitis B and hepatitis C. Subjects with unresectable
        locally recurrent TNBC are eligible.

        Non-HCC subjects must have received at least 1 prior standard of care systemic anti-cancer
        therapy for their locally advanced or metastatic disease. For the combination cohorts
        (Cohorts 5 and 6 in Part 1) and Part 2, subjects with melanoma CSCC or NSCLC do not need to
        have received prior therapy. In Part 1, subjects must have measurable liver tumors and
        liver tumors that are suitable for injection. In Part 2, subjects must have measurable
        disease and cutaneous, subcutaneous, lymph node, or liver tumors suitable for injection.
        Eastern Cooperative Oncology Group (ECOG) performance status must be 0 or 1, and life
        expectancy should be approximately 5 months or more. Adequate hematological, renal,
        hepatic, and coagulation function is required. Liver function tests may be mildly abnormal
        but within the parameters. Child-Pugh score must be A.

        Key Exclusion Criteria:

        Subjects must not be candidates for surgery or locoregional therapy with curative intent or
        planned systemic anti-cancer therapy, with the exception of immunotherapy in the
        combination cohorts (Cohorts 5 and 6 in Part 1 and all subjects in Part 2). Liver tumors
        must not be estimated to invade approximately more than one-third of the liver. Liver
        tumor-directed therapy, hepatic surgery or major surgery, antibody-based therapy, or
        immunotherapy must not have been performed < 28 days, chemotherapy < 21 days, and targeted
        small molecule therapy or hormonal therapy < 14 days prior to enrollment. Subjects must
        either (1) have no central nervous system (CNS) metastasis, or carcinomatous meningitis, or
        (2) if CNS metastasis is present, must have stable treated cerebral metastases. Subjects
        must not have symptomatic auto-immune disease or be symptomatically immunosuppressed. They
        must not have a history of solid organ transplantation. For non-HCC, there must not be
        acute or chronic hepatitis B virus (HBV) or hepatitis C virus (HCV) infection. For HCC with
        prior hepatitis B and/or C infection, HBV and/or HCV viral load by qPCR must be
        undetectable, and they must not have had recent treatment within 12 weeks for HBV or HCV
        with certain antiviral medications in Part 1 Group B cohorts 1-5 and 6a, and Part 2 Group B
        HCC without viral hepatitis. For all patients in Part 1 and for patients in Part 2 where
        intrahepatic liver injection is planned, there should be no macroscopic intravascular
        invasion of tumors into the main portal vein, hepatic vein, or vena cava. Subjects must
        not: have active herpetic skin lesions or prior complications of herpetic infection (eg,
        herpetic keratitis or encephalitis); require treatment with an antiherpetic drug; have
        received live-virus vaccination within 30 days of planned treatment start; have previous
        therapy with talimogene laherparepvec, oncolytic viruses, or tumor vaccine. Subjects in the
        combination treatment cohort must not have: a history or evidence of psychiatric, substance
        abuse, or any other clinically significant disorder; toxic effects of the most recent prior
        chemotherapy not resolved to grade 1 or less (except alopecia); or expected other cancer
        therapy while on study with the exception of local radiation to the site of bone or other
        metastasis for palliative treatment. Male subjects of reproductive potential in the
        combination treatment must be willing to use acceptable methods of effective contraception
        during treatment and through 4 months after the last dose of pembrolizumab.