Safety and Efficacy Study of AMG 820 and Pembrolizumab Combination in Select Advanced Solid Tumor Cancer

Inclusion Criteria: * Pathologically documented, advanced colorectal, pancreatic or non-small cell lung cancer that is refractory to standard treatment, or the subjects have been intolerant to or refuse standard treatment. * Measurable disease per RECIST 1.1 guidelines. * Eastern Cooperative Oncology Group (ECOG) performance status of 0 - 1 * Adequate hematologic, renal, and hepatic function determined by laboratory blood and urine tests. * Availability of recent tumor tissue within 3 months prior to enrollment, when feasible. Exclusion Criteria: * Has known active central nervous system metastases and/or carcinomatous meningitis. * History of other malignancy with the past 2 years with some exceptions * Evidence of active non-infectious pneumonitis/interstitial lung disease * Evidence of other active autoimmune disease that has required prolonged systemic treatment in past 2 years. * Evidence of clinically significant immunosuppression such as organ or stem cell transplantation, any severe congenital or acquired cellular and/or humoral immune deficiency, concurrent opportunistic infection. * Receiving systemic immunostimulatory agents within 6 weeks or 5 half-lives, whichever is shorter, prior to first dose of study treatment (except ant PD-1/PD-L1 treatment if recruited into Group 4a or 4b). * Evidence of active infection within 2 weeks prior to first dose of study treatment. * Prior chemotherapy, radiotherapy, biological cancer therapy or major surgery within 28 days prior to enrollment * Currently participating or has participated in a study (treatment period only) of an investigational agent or used an investigational device within 28 days of enrollment * Received live vaccine within 28 days prior to enrollment * Adverse event due to cancer therapy administered more than 28 days prior to enrollment that has not recovered to Common Terminology Criteria for Adverse Events (CTCAE) grade 1 or better. * Positive for human immunodeficiency virus (HIV), Hepatitis B or C * Women planning to become pregnant or who are lactating/breastfeeding while on study through 4 months after receiving the last dose of study drug.