Inclusion Criteria:

          -  Patient has the ability to understand and the willingness to sign a written informed
             consent.

          -  Age ≥ 18 years at the time of consent.

          -  At least 6 weeks of prior anti-PD-1 therapy with documented clinical or radiographic
             progression. Last anti-PD-1 therapy must be within 6 months of enrollment.

          -  Histologically-confirmed diagnosis of unresectable stage III or metastatic (stage IV)
             melanoma or renal cell carcinoma

          -  Measurable disease, defined as at least 1 tumor that fulfills the criteria for a
             target lesion according to RECIST 1.1, and obtained by imaging within 28 days prior
             registration for protocol therapy.

          -  Has an Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1 within
             28 days prior to registration for protocol therapy.

          -  Adequate hepatic function within 28 days prior to registration for protocol therapy
             defined as meeting all of the following criteria:

          -  total bilirubin ≤ 1.5 × upper limit of normal (ULN) OR direct bilirubin ≤ ULN for
             subjects with total bilirubin levels > 1.5 x ULN (except in patients with Gilbert's
             syndrome who must have a total bilirubin less than 3.0 mg/dl.)

               -  and aspartate aminotransferase (AST) ≤ 2.5 × ULN or ≤ 5 × ULN for subjects with
                  known hepatic metastases

               -  and alanine aminotransferase (ALT) ≤ 2.5 × ULN or ≤ 5 × ULN for subjects with
                  known hepatic metastases

          -  Adequate renal function within 28 days prior to registration for protocol therapy
             defined by either of the following criteria:

               -  Serum creatinine ≤ 1.5 mg/dL

               -  OR if serum creatinine > 1.5 mg/dL, estimated glomerular filtration rate (GFR) ≥
                  50 mL/min

          -  Adequate hematologic function within 28 days prior to registration for protocol
             therapy defined as meeting all of the following criteria:

               -  hemoglobin ≥ 9.0 g/dL

               -  and absolute neutrophil count (ANC) ≥ 1000/L without the support of filgrastim

               -  white blood cells (WBC) ≥ 3000/L

               -  and platelet count ≥ 100 × 109/L

          -  Adequate coagulation functioning within 28 days prior to registration for protocol
             therapy defined by either of the following criteria:

               -  INR < 1.5 × ULN

               -  OR for subjects receiving warfarin or LMWH, the subjects must, in the
                  investigator's opinion, be clinically stable with no evidence of active bleeding
                  while receiving anticoagulant therapy. The INR for these subjects may exceed 1.5
                  × ULN if that is the goal of anticoagulant therapy.

          -  Adequate pulmonary and cardiac function for HD IL-2 (will be assessed clinically)

          -  Female subjects of childbearing potential must have confirmed negative urine or serum
             pregnancy test prior to drug administration and be willing to use two methods of birth
             control.

          -  Male subjects who are not surgically sterile (vasectomy) must agree to use an adequate
             method of contraception.

          -  Subject's toxicities from prior treatments must have recovered to a grade 1 or less
             (except for toxicities such as alopecia or vitiligo)

        Exclusion Criteria:

          -  Active infection requiring systemic therapy

          -  Women who are pregnant or breastfeeding.

          -  Second active malignancy within the past 5 years with the exception of localized basal
             or squamous cell skin cancer, in situ cervical or bladder cancer, or localized
             prostate cancer under active surveillance.

          -  Active symptomatic central nervous system (CNS) metastases. Prior treated metastases
             or asymptomatic metastases are allowed. Patient can receive radiation between
             treatments if deemed medically necessary.

          -  Surgery within 4 weeks prior to study treatment except for minor procedures.

          -  Uncontrolled or poorly-controlled hypertension (> 160 mmHg systolic or > 100 mmHg
             diastolic for > 4 weeks) despite standard medical management.

          -  Serious or non-healing wounds, ulcers, or bone fractures within 28 days prior to
             initiation of study treatment.

          -  Any arterial thromboembolic events, including but not limited to myocardial
             infarction, transient ischemic attack, cerebrovascular accident, or unstable angina,
             within 6 months prior to initiation of study treatment.

          -  Has any condition that, in the opinion of the investigator, might jeopardize the
             safety of the patient or interfere with protocol compliance.

          -  Has any mental or medical condition that prevents the patient from giving informed
             consent or participating in the trial.

          -  Known hypersensitivity to nivolumab or IL-2 or any of their components.

          -  Known history of active tuberculosis.

          -  Concurrent systemic steroid therapy with doses above physiologic level (more than 10
             mg of prednisone daily).

          -  Active autoimmune disease, including but not limited to myasthenia gravis, myositis,
             autoimmune hepatitis, systemic lupus erythematosus, rheumatoid arthritis, inflammatory
             bowel disease, vascular thrombosis associated with anti-phospholipid syndrome,
             granulomatosis with polyangiitis, Sjögren's syndrome, Guillain-Barré syndrome,
             multiple sclerosis, vasculitis, or glomerulonephritis requiring treatment. Patients
             cannot be on immunosuppressive medications other than physiologic replacement doses of
             prednisone (less than 10 mg per day at enrollment) or equivalent steroid. Asymptomatic
             patients or those stable on non-immunosuppressive medications are eligible.

          -  Treatment with any investigational agent within 21 days prior to initiation of study
             treatment and the subject must have recovered from the acute toxic effects of the
             regimen with the exception of prior anti-PD-1.