Bempegaldesleukin and Pembrolizumab With or Without Chemotherapy in Locally Advanced or Metastatic Solid Tumors

Inclusion Criteria: Dose Optimization and Dose Expansion Inclusion Criteria: * Willing and able to provide written informed consent. * Male or female patients, age 18 years or older at the time of signing the informed consent form (ICF). * Life expectancy \> 12 weeks from the time of enrollment as determined by the Investigator. * Eastern Cooperative Oncology Group (ECOG) performance status 0 or 1. * Oxygen saturation ≥ 92% on room air for all indications. * Measurable disease per RECIST 1.1. * Patients with brain metastases are eligible if certain criteria are met. * Availability of fresh or archival tumor tissue * Patients must have a minimum of 6 months of response to any nonpalliative cancer-directed treatment Dose Expansion Inclusion Criteria (Non-Small Cell Lung Cancer): * Histologically confirmed diagnosis of stage IV NSCLC. * Patients must have a minimum of 6 months of response to any nonpalliative cancer-directed treatment. * Patients with actionable mutations with approved targeted therapy in NSCLC are excluded. Testing for mutations should be performed per standard of care. * Must not have received anti-cancer therapy for treatment of metastatic lung cancer * Must not have received prior immunotherapy Exclusion Criteria: * Use of an investigational agent or an investigational device within 28 days before administration of first dose of study drug(s). * Females who are pregnant or breastfeeding. * Patients who have an active autoimmune disease * History of allergy or hypersensitivity to study drug components * Evidence of clinically significant interstitial lung disease or active, noninfectious pneumonitis. * Prior surgery or radiotherapy within 14 days of therapy. * For Dose Optimization Cohort 1 only: Chemotherapy or biological therapy within 28 days of enrollment. Targeted therapy (e.g., tyrosine kinase inhibitors) within 14 days of enrollment. Patients with ongoing AEs related to prior cancer therapies will be excluded. * Participant's inability to adhere to or tolerate protocol or study procedures NOTE: Other protocol defined Inclusion/Exclusion criteria may apply