Inclusion Criteria:

          -  Dose escalation cohort: histologically or cytologically confirmed diagnosis of a solid
             tumor that can be treated with either pembrolizumab or nivolumab as part of standard
             of care or whom no standard of therapy exists except pembrolizumab or nivolumab

          -  SCLC cohort: histologically or cytologically confirmed diagnosis of small cell lung
             cancer whose disease progressed on platinum-based chemotherapy or refused chemotherapy

          -  Evidence of measurable disease per RECIST 1.1. Measurable disease is defined as
             lesions that can be accurately measured in at least one dimension (longest diameter to
             be recorded) as ≥ 10 mm with CT scan.

          -  At least 18 years of age.

          -  ECOG performance status ≤ 1

          -  Normal bone marrow and organ function as defined below:

               -  Leukocytes ≥ 2,000/mcL

               -  Absolute neutrophil count ≥ 1,500/mcL

               -  Platelets ≥ 100,000/mcL

               -  Hemoglobin ≥ 9.0 g/dL

               -  Total bilirubin ≤ 1.5 x IULN

               -  AST(SGOT)/ALT(SGPT) ≤ 2.5 x IULN (≤ 5 x IULN for patients with liver metastases
                  or hepatocellular carcinoma (HCC))

               -  Creatinine ≤ 1.5 x IULN OR measured or calculated creatinine clearance ≥ 50
                  mL/min for patients with creatinine levels > 1.5 x IULN

               -  Urine protein ≤1+ or urine protein to creatinine ratio ≤ 1; if UPC ratio is >1 on
                  urinalysis, then 24-hour urine collection from protein must be obtained and level
                  must be <1,000 mg for patient enrollment.

               -  aPTT and either INR or PT ≤ 1.5 x ILUN unless participant is receiving
                  anticoagulant therapy as long as PT or aPTT is within therapeutic range of
                  intended use of anticoagulants

          -  Patients receiving therapeutic non-Coumadin anticoagulation are eligible, provided
             they are on a stable dose (per investigator judgment) of anticoagulant.

          -  Patients with treated/stable brain metastases, defined as patients who have received
             prior therapy for their brain metastases and whose CNS disease is radiographically
             stable at study entry, are eligible. Patients with clinically evident CNS hemorrhage
             on scans are excluded.

          -  Women of childbearing potential and men must agree to use adequate contraception
             (hormonal or barrier method of birth control, abstinence) prior to study entry, for
             the duration of study participation, and for 31 weeks after the last dose of study
             drug. Should a woman become pregnant or suspect she is pregnant while participating in
             this study, she must inform her treating physician immediately.

          -  Ability to understand and willingness to sign an IRB approved written informed consent
             document (or that of legally authorized representative, if applicable).

        Exclusion Criteria:

          -  Presence of a concurrent active, incurable malignancy that may alter the outcome of
             the treatment for disease under treatment as determined by the treating physician.

          -  Receiving any other investigational agents within 21 days or 5 half-lives (whichever
             is shorter) prior to the first dose of study drug.

          -  Prior PD-1 or PD-L1 inhibitor therapy, or prior therapy with anti-PD-L2 or anti-CTLA-4
             inhibitor, or any other drug specifically targeting T-cell co-stimulation or immune
             checkpoint pathways.

          -  A history of allergic reactions attributed to compounds of similar chemical or
             biologic composition to vorolanib, nivolumab or pembrolizumab (as applicable), any
             monoclonal antibody, or other agents used in the study.

          -  Uncontrolled intercurrent illness including, but not limited to, ongoing or active
             infection.

          -  Has a condition requiring systemic treatment with either corticosteroids (> 10 mg
             daily prednisone equivalents) or other immunosuppressive medications within 14 days of
             study drug administration. Inhaled or topical steroids and adrenal replacement doses ≤
             10 mg daily prednisone equivalents are permitted in the absence of active autoimmune
             disease. Patients are permitted to use topical, ocular, intra-articular, intranasal,
             and inhalational corticosteroids (with minimal systemic absorption). A brief course of
             corticosteroids for prophylaxis (e.g. contrast dye allergy) or for treatment of
             non-autoimmune conditions (e.g. delayed-type hypersensitivity reaction caused by
             contact allergens) is permitted.

          -  Toxicities from prior therapy must have resolved to G1 or less prior to the first dose
             of study drug except those deemed not clinically significant per PI.

          -  Active autoimmune disease or history of autoimmune disease that might recur, which may
             affect vital organ function or require immune suppressive treatment including systemic
             corticosteroids. This includes but is not limited to: history of immune-related
             neurologic disease, multiple sclerosis, autoimmune (demyelinating) neuropathy,
             Guillain-Barre syndrome, myasthenia gravis; systemic autoimmune disease such as SLE,
             connective tissue diseases, scleroderma, inflammatory bowel disease (IBD), Crohn's,
             ulcerative colitis, hepatitis; and a history of toxic epidermal necrolysis (TEN),
             Stevens-Johnson syndrome, or phospholipid syndrome. Patients with vitiligo or
             endocrine deficiencies including thyroiditis managed with replacement hormones
             including physiologic corticosteroids are eligible. Patients with rheumatoid arthritis
             and other arthropathies, Sjogren's syndrome, and psoriasis controlled with topical
             medication, and patients with positive serology, such as antinuclear antibodies (ANA)
             or anti-thyroid antibodies should be evaluated for the presence of target organ
             involvement and potential need for systemic treatment but should otherwise be
             eligible. Patients with type I diabetes mellitus, residual hypothyroidism due to
             autoimmune condition only requiring hormone replacement, or conditions not expected to
             recur in the absence of an external trigger (precipitating event) are eligible.

          -  Has a history of (non-infectious) pneumonitis that required steroids or has current
             pneumonitis.

          -  History of clinically significant bleeding.

          -  Patients who have had evidence of active or acute diverticulitis, intra-abdominal
             abscess, GI obstruction, and abdominal carcinomatosis which are known risk factors for
             bowel perforation should be evaluated for the potential need for additional treatment
             before coming on study.

          -  Inability to swallow or retain oral medications or the presence of active GI disease
             or other conditions that will interfere significantly with the absorption,
             distribution, metabolism, or excretion of vorolanib.

          -  Pregnant and/or breastfeeding. Women of childbearing potential must have a negative
             pregnancy test within 24 hours of study entry.

          -  Active hepatitis B or hepatitis C. Note: no testing for hepatitis B or C is required
             unless mandated by local health authority.

          -  Has a known history of active tuberculosis.

          -  Known HIV-positivity.

          -  Has received a live vaccine within 30 days prior to the first dose of study drug.
             Examples of live vaccines include, but are not limited to, the following: measles,
             mumps, rubella, varicella/zoster (chicken pox), yellow fever, rabies, Bacillus
             Calmette-Guérin (BCG), and typhoid vaccine. Seasonal influenza vaccines for injection
             are generally killed virus vaccines and are allowed; however, intranasal influenza
             vaccines (e.g. FluMist) are live attenuated vaccines and are not allowed.

          -  Major surgery within the last 4 weeks; minor surgery within the last 2 weeks.

          -  Any radiotherapy within 3 weeks except palliative stereotactic body radiation therapy
             (SBRT) within 2 weeks.

          -  Prior anti-cancer therapy given within 21 days or 5 half-lives (whichever is shorter)

          -  Chemotherapy given on the weekly basis with limited potential for delayed toxicity
             within the last 2 weeks.

          -  Concurrent use of any medications or substances (e.g. herbal supplement or food) known
             to be a strong inhibitor or strong inducer of CYP3A4.

          -  Symptomatic arterial peripheral vascular disease or significant cardiovascular disease
             or condition including:

               -  Congestive heart failure (CHF) currently requiring therapy.

               -  Class III or IV cardiovascular disease according to the New York Heart
                  Association (NYHA) Functional Criteria.

               -  Need for antiarrhythmic medical therapy for a ventricular arrhythmia.

               -  Severe conduction disturbance (e.g. 3rd degree heart block).

               -  Unstable angina pectoris (i.e. last episode ≤ 6 months prior to first dose of
                  protocol-indicated treatment).

               -  Uncontrolled (per investigator judgment) hypertension.

               -  Myocardial infarction within 6 months prior to starting trial treatment.

               -  QTcF >450 ms in men, or >470 ms in women.

          -  Deep vein thrombosis or pulmonary embolism ≤ 4 weeks before first dose of
             protocol-indicated treatment, unless adequately treated and stable.