Inclusion Criteria:

        Arms 1 and 2 Participants:

          -  Has any histologically or cytologically confirmed advanced/metastatic solid tumor by
             pathology report and has received, or have been intolerant to all treatment known to
             confer clinical benefit. Solid tumors and lymphomas of any type are eligible for
             enrollment. For cutaneous T-cell lymphoma (CTCL), histopathological diagnosis should
             be confirmed in a skin biopsy representative of disease.

          -  Has Stage III or Stage IV disease that is not surgically resectable. Stage IIB
             (T3N0M0B0-1) CTCL participants are eligible.

        Arm 3 Participants:

        - Has metastatic liver and/or liver lesion involvement that does not exceed one third of
        the total liver volume in participants to be treated by liver IT injection. Hepatocellular
        carcinoma participants are excluded from eligibility of IT liver injection.

        All Participants:

          -  Has Stage III or Stage IV disease that is not surgically resectable.

          -  Has ≥1 injectable lesion that is amenable to injection and biopsy via visual
             inspection for a cutaneous lesion, or via ultrasound guidance for a subcutaneous
             lesion.

          -  Has ≥1 discrete, distant noninjected lesion that is amenable to biopsy via visual
             inspection or amenable to biopsy via image guidance.

          -  Has Eastern Cooperative Oncology Group (ECOG) Performance Status of 0 or 1.

          -  Demonstrates adequate organ function.

          -  A male participant is eligible to participate if he agrees to the following during the
             intervention period and for at least 120 days after the last dose of study
             intervetnion:

               1. Refrain from donating sperm.

               2. Be abstinent from heterosexual intercourse as their preferred and usual lifestyle
                  and agree to remain abstinent OR must agree to use contraception unless confirmed
                  to be azoospermic.

          -  A female participant is eligible to participate if she is not pregnant or
             breastfeeding, and at least one of the following conditions applies:

               1. Is not a woman of childbearing potential (WOCBP).

               2. Is a WOCBP and using a contraceptive method that is highly effective with low
                  user dependency, or be abstinent from heterosexual intercourse as their preferred
                  and usual lifestyle (abstinent on a long-term and persistent basis), during the
                  intervention period and for at least 120 days after the last dose of study
                  intervention, AND agrees not to donate eggs (ova, oocytes) to others or
                  freeze/store for her own use for the purpose of reproduction during this period.

          -  Human Immunodeficiency Virus (HIV)-infected participants must meet these additional
             criteria:

               1. Has HIV-1 infection documented by laboratory test.

               2. Has well-controlled HIV on antiretroviral therapy (ART), defined as: 1) must have
                  a CD4+ T-cell count >350 cells/mm^3 at time of screening; 2) must have achieved
                  and maintained virologic suppression defined as confirmed HIV ribonucleic acid
                  (RNA) level <50 or below the lower limit of quantification (LLOQ) using the
                  locally available assay at the time of screening and for ≥12 weeks prior to
                  screening; and 3) must have been on a stable regimen, without changes in drugs or
                  dose modification, for ≥4 weeks prior to study entry (Day 1).

        Exclusion Criteria:

          -  Has history of a second malignancy, unless potentially curative treatment has been
             completed, with no evidence of malignancy for 2 years (except for successful
             definitive resection of basal cell carcinoma of the skin, superficial bladder cancer,
             or in situ cervical cancer).

          -  Has clinically active central nervous system metastases and/or carcinomatous
             meningitis.

          -  Has severe hypersensitivity reaction to treatment with a monoclonal antibody (mAb).

          -  Has active autoimmune disease that has required systemic treatment in the past 2
             years.

          -  Has history of vasculitis.

          -  Has active infection requiring therapy.

          -  Has history of (noninfectious) pneumonitis that required steroids or current
             pneumonitis.

          -  Has undergone prior allogeneic hematopoietic stem cell transplantation within the last
             5 years.

          -  Has known Hepatitis B or C infection.

          -  Has known psychiatric or substance abuse disorders that would interfere in cooperation
             with the requirements of the trial.

          -  Is pregnant or breastfeeding, or expecting to conceive or father children within the
             projected duration of the study.

          -  Is not fully recovered from any effects of major surgery, and is free of significant
             detectable infection.

          -  HIV-infected participants with history of Kaposi's sarcoma and/or multicentric
             Castleman's disease.

          -  HIV-infected participants who have had an HIV-related opportunistic infection within 6
             months.

          -  Has had chemotherapy, definitive radiation, or biological cancer therapy within 4
             weeks (2 weeks for palliative radiation) prior to the first dose of study treatment,
             or has not recovered to baseline or Common Terminology Criteria for Adverse Events
             (CTCAE) Grade 1 from the AEs due to cancer therapeutics administered >4 weeks earlier.

          -  Has been treated within 2 weeks of Cycle 1 Day1 with any of the following:
             strong/moderate Cytochrome P450 2C9 (CYP2C9) inhibitors, such as: amiodarone,
             felbamate, fluconazole, miconazole, piperine, oxandrolone, fluorouracil and its
             derivatives (combination drug tegafur/gimeracil/oteracil [TS-1], Uftoral [UFT],
             tegafur, carmofur, doxifluridine, capecitabine), sulfaphenazole, cyclosporine,
             bucurol, tienilic acid; UGT1A3 inhibitors (including ritonavir, quinidine, probenecid,
             and valproic acid); or strong carbonyl reductase (CBR) inhibitors (including
             quercetin, menadione, glycyrrhetinic acid, and flufenamic acid).

          -  Is currently participating and receiving study therapy or has participated in a study
             of an investigational agent and has received study therapy or has used an
             investigational device within 28 days of administration of MK-2118.

          -  Is expected to require any other form of antineoplastic therapy while on study.

          -  Is on chronic systemic steroid therapy in excess of replacement doses (prednisone ≤10
             mg/day is acceptable), or on any other form of immunosuppressive medication. For CTCL,
             continued use of either prednisone ≤10 mg/day or continued use of topical steroids is
             acceptable.

          -  Has received a live vaccine within 28 days prior to first dose.

          -  Has been treated with a stimulator of interferon genes (STING) agonist (eg, MK-1454,
             ADU-S100 [synthetic cyclic dinucleotide (CDN)]).

          -  Has a history of re-irradiation for head and neck squamous cell carcinoma (HNSCC) at
             the projected injection site.

          -  Has a tumor(s) in direct contact or encases a major blood vessel and has ulceration
             and/or fungation onto the skin surface at the projected injection site.