Inclusion Criteria:

          -  Age greater than or equal to (≥) 18 years at the time of informed consent.

          -  Participant must have a histologically confirmed diagnosis of locally advanced
             unresectable stage III or metastatic stage IV melanoma not amenable to local therapy.

          -  Arm R (recurrent to initial IO arm) only: confirmed prior IO therapy (a minimum of 2
             doses of therapy). May include adjuvant, metastatic, combination, or monotherapy.

          -  Eastern Cooperative Oncology Group (ECOG) performance status less than or equal to (≤)
             1.

          -  Adequate bone marrow function at screening, defined as:

               1. Absolute neutrophil count (ANC) ≥1.5 * 10^9 per liter (L).

               2. Hemoglobin ≥10 gram per deciliter (g/dL) (≥6.2 millimoles per liter [mmol/L]).

               3. Platelet count ≥100 * 10^9/L.

          -  Serum direct bilirubin ≤1.5 * upper limit of normal (ULN); aspartate transaminase
             (AST) and alanine transaminase (ALT) ≤2.5 * ULN (with confirmed liver metastases: AST
             and ALT ≤5 * ULN).

          -  Calculated creatinine clearance (CrCl) ≥15 milliliters per minute (mL/min) based on
             the Cockcroft and Gault formula.

          -  Female participants of childbearing potential must have a negative serum pregnancy
             test at screening and agree to use highly effective methods of contraception
             throughout the study and for at least four months following the last dose of study
             treatment. Childbearing potential excludes: Age greater than (>) 50 years and
             naturally amenorrhoeic for >1 year, or previous bilateral salpingo-oophorectomy, or
             hysterectomy.

          -  Male participants who are sexually active must use highly effective methods of
             contraception throughout the study and for at least four months following the last
             dose of study treatment. Male participants must agree not to donate sperm during the
             study treatment period.

          -  Participants must have resolution or improvement of immune-mediated treatment-related
             adverse reactions related to prior treatment(s) to Grade ≤ 1 without steroid
             maintenance therapy or his or her previous baseline prior to the corresponding IO
             therapy.

          -  Written informed consent signed in accordance with federal, local, and institutional
             guidelines.

        Exclusion Criteria:

          -  Ocular melanoma.

          -  Active central nervous system (CNS) metastases or other CNS (e.g., meningeal)
             involvement.

          -  History of immune-mediated treatment related adverse reactions leading to
             discontinuation of prior anti-programmed death protein 1 (PD-1), anti-programmed death
             protein ligand 1 (PD-L1), or anti programmed death protein ligand 2 (PD-L2) monoclonal
             antibodies (mAbs) or severe hypersensitivity reaction to any mAb.

          -  Concurrent systemic steroid therapy higher than physiologic dose (>10 milligrams per
             day [mg/day] of prednisone or equivalent).

          -  Previous treatment with selinexor or other exportin 1 (XPO1) inhibitors.

          -  Impairment of gastrointestinal (GI) function or GI disease that could significantly
             alter the absorption of selinexor (e.g., vomiting, or diarrhea that is common
             terminology criteria for adverse events [CTCAE] version 5.0 grade >1).

          -  Life expectancy less than (<) 4 months based on the opinion of the Investigator

          -  Major surgery <28 days prior to Cycle 1 Day 1 (C1D1).

          -  Active pneumonitis or history of autoimmune or infectious pneumonitis requiring
             steroid therapy.

          -  Uncontrolled (i.e., clinically unstable) infection requiring parenteral antibiotics,
             antivirals, or antifungals within 7 days prior to first dose of study treatment;
             however, prophylactic use of these agents is acceptable (including parenteral).

          -  Any life-threatening illness, medical condition, or organ system dysfunction which, in
             the Investigator's opinion, could compromise the participant's safety, prevent the
             participant from giving informed consent, or being compliant with the study
             procedures.

          -  Female participants who are pregnant or lactating.

          -  Participants who have received live or attenuated vaccine within 30 days prior to
             first dose.

          -  Active hepatitis B virus (HBV) treated with antiviral therapy for hepatitis B within 8
             weeks with a viral load >100 international units per milliliter (IU/mL).

          -  Untreated hepatitis C virus (HCV) without documentation of negative viral load per
             institutional standard.

          -  Human immunodeficiency virus (HIV) positive with CD4+T-cells ≤350 cells per
             microliter, positive viral load per institutional standard, and a history of acquired
             immunodeficiency syndrome (AIDS)-defining opportunist infections in the last year.