Inclusion Criteria:

          -  Have a Stage IV diagnosis of 1 of the following: Part A: NSCLC (Kirsten rat sarcoma
             mutant [KRAS mt], PD-L1+); Part B: NSCLC (squamous histology); Part C: metastatic
             breast cancer (HR+, HER2-); or Part D: locally advanced or metastatic breast cancer
             (HR+, HER2-)

               -  Part A: must be chemotherapy naïve for metastatic NSCLC

               -  Part B: must have received at least 1 prior therapy containing platinum-based
                  chemotherapy for advanced/metastatic NSCLC

               -  Part C: must have previously received prior treatment with at least 1 but no more
                  than 2 chemotherapy regimens in the metastatic setting

               -  Part D: cannot have received endocrine therapy or chemotherapy as treatment in
                  the locoregionally recurrent or metastatic breast cancer disease setting. Note:
                  Participants may be enrolled if they received prior (neo)adjuvant chemotherapy or
                  endocrine therapy for localized disease.

          -  Are amenable to provide tumor tissue prior to treatment and provide tumor tissue after
             treatment initiation (both mandatory).

          -  Have presence of measurable disease as defined by Response Evaluation Criteria in
             Solid Tumors (RECIST 1.1).

          -  Have a performance status (PS) ≤1 on the Eastern Cooperative Oncology Group (ECOG)
             scale.

          -  Have discontinued all previous treatments for cancer and recovered from the acute
             effects of therapy.

          -  Have an estimated life expectancy of ≥12 weeks.

          -  For Part D: Have postmenopausal status due to surgical/natural menopause or chemical
             ovarian suppression (initiated 28 days prior to Day 1 of Cycle 1) with a
             gonadotropin-releasing hormone (GnRH) agonist such as goserelin or radiation-induced
             ovarian suppression.

        Exclusion Criteria:

          -  Have a personal history of any of the following conditions: syncope of either
             unexplained or cardiovascular etiology, ventricular arrhythmia (including but not
             limited to ventricular tachycardia and ventricular fibrillation), or sudden cardiac
             arrest. Exception: subjects with controlled atrial fibrillation for >30 days prior to
             study treatment are eligible.

          -  Have central nervous system (CNS) metastasis with development of associated
             neurological changes 14 days prior to receiving study drug.

          -  Have corrected QT interval of >470 milliseconds on screening electrocardiogram (ECG).

          -  Have history of interstitial lung disease or pneumonitis.

          -  Have history of or active autoimmune disease, or other syndrome that requires systemic
             steroids or autoimmune agents for the past 2 years.

          -  Have received a live vaccination within 30 days of study start.

          -  Have received prior treatment with an anti PD-1, anti-programmed death ligand 1
             (PD-L1), or anti cytotoxic T-lymphocyte-associated protein 4 (CTLA-4) agent.

          -  For Part D Only:

               -  Have initiated bisphosphonates or approved RANK ligand (RANK-L) targeted agents
                  (for example, denosumab) <7 days prior to Cycle 1 Day 1.

               -  Are currently receiving or have previously received endocrine therapy for
                  locoregionally recurrent or metastatic breast cancer. Note: A participant may be
                  enrolled if she received prior (neo)adjuvant endocrine therapy (including, but
                  not limited to anti-estrogens or aromatase inhibitors) for localized disease.

               -  Are currently receiving or have previously received chemotherapy for
                  locoregionally recurrent or metastatic breast cancer. Note: Participants may be
                  enrolled if they received prior (neo)adjuvant chemotherapy for localized disease.