Inclusion Criteria:

          1. Have 1 of the following cancer types, confirmed histologically:

             Cohort 1 (patients with selected tumors that have an FDA-approved ICI treatment and
             have progressed after prior anti-PD-1 or anti-PD-L1 therapy, alone or in combination
             with systemic therapy).

             For patients who have refused prior standard-of-care treatment as indicated for their
             specific tumor type, the patient's reason for refusing standard therapy for their
             disease shall be clearly documented in the study electronic case report form (eCRF)
             prior to study participation. All patients in Cohort 1 must have received anti-PD1 or
             anti-PD-L1 in addition to complying with the relevant criteria below.

               1. Melanoma - patients with unresectable or metastatic disease that is either
                  refractory to, or has relapsed following, at least 1 line of systemic therapy in
                  the metastatic setting. Melanoma patients with BRAF mutation who are eligible and
                  suitable for BRAF inhibitor therapy should have received specific BRAF inhibitor
                  therapy before enrolling in this study. Patients who have refused BRAF inhibitor
                  therapy are also eligible for the study.

               2. Triple-negative breast cancer - patients with locally advanced or metastatic
                  triple-negative breast cancer expressing PD-L1 that is either refractory to, or
                  relapsed after, at least 2 prior standard courses of systemic therapy, as
                  described below, OR the patient has refused or is not eligible/suitable for such
                  therapies:

             i. Patients should have received at least 2 lines of chemotherapy (in the metastatic
             setting) containing 1 or more of the following agents: doxorubicin, epirubicin,
             pegylated liposomal doxorubicin, docetaxel, paclitaxel, albumin-bound paclitaxel
             (Abraxane), atezolizumab, gemcitabine, vinorelbine, vinblastine, capecitabine,
             ixabepilone (Ixempra) eribulin, platinum.

             ii. If a patient has a germline BRCA mutation and has received a PARP inhibitor, this
             will be counted as 1 line of chemotherapy.

             c. Non-small cell lung cancer (NSCLC) - patients with disease that is either
             refractory to at least 2 lines of chemotherapy (in the metastatic setting) OR the
             patient has refused or is not eligible/suitable for such therapy.

             i. One line should be a platinum-based regimen.

             ii. One line should be in accordance with the National Comprehensive Cancer Network
             (NCCN)-recommended treatments by mutation.

             d. Urothelial carcinoma - patients with locally advanced or metastatic disease that is
             either refractory to at least 2 lines of systemic therapy (in the metastatic setting)
             OR the patient has refused or is not eligible/suitable for such therapy. One line
             should be a cisplatin-based regimen if patient was eligible for cisplatin-based
             therapy.

             e. Microsatellite instability-high or deficient mismatch repair (dMMR) solid cancer -
             patients with unresectable or metastatic disease which has progressed following
             systemic therapy (in the metastatic setting). Patients with colorectal cancer must
             have received fluoropyrimidine, oxaliplatin, and irinotecan.

             f. Gastric or gastroesophageal junction adenocarcinoma cancer expressing PD-L1 -
             patients with recurrent, locally advanced, or metastatic disease expressing PD-L1
             (combined positive score [CPS] ≥1) which is either refractory to the following
             therapies (in the metastatic setting) OR the patient has refused or is not
             eligible/suitable for such therapy:

             i. Two or more lines of chemotherapy including at a minimum both fluoropyrimidine- and
             platinum-containing chemotherapy, and

             ii. If appropriate, HER2/neu-targeted therapy

             g. Hepatocellular carcinoma - patients who are either refractory to sorafenib (in the
             metastatic setting) OR the patient has refused or is not eligible/suitable for such
             therapy.

             h. Renal cell carcinoma - patients with advanced disease that has progressed after at
             least one line of systemic therapy (in the metastatic setting).

             i. Merkel cell carcinoma - patients with metastatic Merkel cell carcinoma who have
             progressive disease after at least 1 line of systemic therapy (in the metastatic
             setting).

             j. Head and neck squamous cell carcinoma - patients with refractory, recurrent, or
             metastatic disease who have had radiotherapy given with curative intent and received
             the following treatments (unless ineligible or patient has refused the treatment):

             i. At least 1 course of platinum-based chemotherapy for recurrence or metastatic
             setting, and

             ii. At least 1 course of afatinib.

             k. Small cell lung cancer - patients who are either refractory to at least 1 line of
             platinum-based chemotherapy and 1 other prior regimen (in the metastatic setting), OR
             patients who have refused or are not eligible/suitable for such therapy.

             l. Squamous cell carcinoma of esophagus expressing PD-L1 (CPS ≥10) - patients with
             recurrent, locally advanced, or metastatic disease that is either refractory to at
             least 1 prior line of systemic therapy (in the metastatic setting) OR patients who
             have refused or are not eligible/suitable for such therapy.

             m. Cervical cancer expressing PD-L1 (CPS ≥1) - patients with recurrent or metastatic
             disease that is either refractory to, or progressed after, at least one line of
             systemic therapy (in the metastatic setting).

             Cohort 2 (patients with tumors that do not have any FDA-approved ICI treatment, and
             may or may not have received prior anti-PD-1 or anti-PD-L1 therapy).

             n. Patients in Cohort 2 should have progressed after standard-of-care anticancer
             treatment.

             For Cohorts 1 and 2:

               -  The patients should have had radiologically progressive disease after the most
                  recent line of systemic therapy.

               -  Anti-PD-1 or anti-PD-L1 need not be the most recent line of therapy.

          2. Disease that is not amenable to further radiotherapy or surgery for cancer treatment.

          3. Have at least 1 superficial, nonvisceral tumor lesion accessible for injection via
             cutaneous, subcutaneous, or intramuscular route. Note, lymph nodes with metastatic
             disease may be selected for injection if they are superficial, but not if deep-seated;
             visceral lesions must not be selected for injection. The lesion must not be located
             close to airways, defined as close enough to jeopardize the patient's safety, in the
             opinion of the investigator, in the event of a local reaction to LTX-315 injection
             (for example, if such a reaction has the potential to interfere with swallowing or
             result in hemorrhaging into the airways). The size of the lesion(s) selected for
             injection must be ≥0.5 cm, and preferably ≤3 cm in the longest diameter. For larger
             lesions, approval from the sponsor and medical monitor is needed prior to enrollment.

          4. At least 1 measurable tumor lesion evaluable according to RECIST version 1.1 that is
             not planned to be injected with LTX-315. The location of this noninjected tumor may be
             superficial, deep-seated, or visceral.

          5. Have a life expectancy ≥3 months.

          6. Are males or females aged 18 years or older.

          7. Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1.

          8. Have an LVEF that is above the institution's lower limit of normal (by echo scan
             assessment).

          9. Meet the following laboratory requirements:

               1. Absolute neutrophil count ≥1.5 × 109/L

               2. Absolute lymphocyte count that is above the institution's lower limit of normal

               3. Platelet count ≥75 × 109/L

               4. Hemoglobin ≥9.0 g/dL

               5. Prothrombin time/international normalized ratio ≤ the institution's upper limit
                  of normal (ULN)

               6. Serum total bilirubin ≤ULN (total bilirubin ≤2 × ULN if associated with
                  hepatobiliary metastases or Gilbert's syndrome)

               7. Aspartate aminotransferase and alanine aminotransferase ≤2.5 × ULN (≤5 × ULN if
                  liver metastasis present or in case of hepatocellular carcinoma)

               8. Calculated creatinine clearance ≥30 mL/min using Cockcroft-Gault formula.

         10. Are willing and able to comply with the protocol and agree to return to the clinical
             site for Follow-up Visits and examinations.

         11. Are willing to undergo tumor biopsy procedures.

         12. Are fully informed about the study and have signed the informed consent form.

         13. Are willing to use contraceptive measures as prescribed by the protocol. Female
             patients of childbearing potential and their partners who are sexually active must
             agree to the use of 2 highly effective forms of contraception starting from the
             screening visit, throughout their participation in the study, and for at least 120
             days after their last dose of pembrolizumab or at least 180 days after their last dose
             of LTX-315, whichever is longer. Male patients with partners who are pregnant or of
             childbearing potential must use a barrier method of contraception starting from the
             screening visit, throughout their participation in the study and for at least 120 days
             after their last dose of pembrolizumab or at least 180 days after their last dose of
             LTX-315, whichever is longer. A woman is considered of childbearing potential, ie,
             fertile, following menarche and until becoming postmenopausal unless permanently
             sterile.

         14. Female patients must not be pregnant or breastfeeding. Female patients of childbearing
             potential must have a negative pregnancy test result during screening and at Day 1.

        Exclusion Criteria:

          1. Excessive tumor burden, in the opinion of the investigator.

          2. Known bone-only or brain metastases.

          3. Have a history of cerebrovascular or cardiac disorders (eg, Class III or IV New York
             Heart Association cardiac failure) and would be at particular risk of sequelae
             following a short hypotensive episode.

          4. Have a marked baseline prolongation of QT interval/QTcF (eg, repeated demonstration of
             a QTc interval >480 ms [CTCAE Grade 1]).

          5. Are currently taking immunosuppressive agents (see Appendix for examples). Patients
             who require corticosteroids should have been on a stable dose (up to 10 mg daily
             prednisone or equivalent) for at least 2 weeks prior to study drug administration.
             Topical corticosteroids are also permitted.

          6. Have a history of systemic autoimmune disease requiring anti-inflammatory or
             immunosuppressive therapy within 3 months prior to Day 1, with the following
             exceptions:

               1. Patients with a history of autoimmune thyroiditis are eligible provided the
                  patient requires only thyroid hormone replacement therapy and disease has been
                  stable for ≥1 year.

               2. Patients with well-controlled type I diabetes (in the opinion of the
                  investigator) are eligible.

          7. Patients who are allergic or have hypersensitivity to chlorpheniramine or equivalent
             H1 antagonist, cimetidine or equivalent H2 antagonist, or montelukast.

          8. Have a history of severe hypersensitivity to another monoclonal antibody; are
             receiving immunosuppressive therapy; have a history of severe immune-related adverse
             reaction from treatment with a monoclonal antibody, defined as any Grade ≥3 toxicity
             requiring corticosteroid treatment (>10 mg/day prednisone or equivalent) for >12
             weeks.

          9. Have had pneumonitis Grade ≥3 in the past.

         10. Have a known hypersensitivity to pembrolizumab or any of the excipients listed in the
             pembrolizumab SmPC.

         11. Have any other serious illness or medical condition, such as, but not limited to:

               1. Uncontrolled infection or infection requiring systemic antibiotics

               2. Uncontrolled cardiac failure: Class III or IV New York Heart Association

               3. Uncontrolled systemic or gastrointestinal inflammatory conditions

               4. Known bone marrow dysplasia

               5. History of positive tests for HIV/acquired immunodeficiency syndrome or active
                  hepatitis B or C (based on serology); positive serology will be confirmed by a
                  viral load test. Patients with treated HIV and a viral load test result
                  consistent with treated HIV, as well as patients with treated hepatitis B or C
                  with an undetectable viral load test result, are eligible.

               6. History of or current mastocytosis.

         12. Have received external radiotherapy or cytotoxic chemotherapy within 4 weeks prior to
             Day 1 or have not recovered (to NCI-CTCAE Grade ≤1; alopecia of any grade is allowed,
             and peripheral neuropathy of up to Grade 2 is allowed) from AEs due to such agents
             being administered more than 4 weeks prior to Day 1. Palliative radiotherapy to
             nontarget lesions within 4 weeks prior to Day 1 is allowed.

         13. Have received cancer immunotherapy within 4 weeks prior to Day 1 or have not recovered
             from AEs (to NCI-CTCAE Grade ≤1) due to such agents being administered more than 4
             weeks prior to Day 1.

         14. Have received an investigational drug within 4 weeks prior to Day 1 or are scheduled
             to receive one during the treatment or post-treatment periods.

         15. Are expected to need any other anticancer therapy or immunotherapy to be initiated
             during the study period.