Study of Core Needle Biopsy and Cryoablation of an Enlarging Tumor in Patients With Metastatic Lung Cancer and Metastatic Melanoma Receiving Post-progression Immune Checkpoint Inhibitor Therapy

Inclusion Criteria: * Adult patients (age \> 18) with stage IV lung cancer receiving commercial supply immune checkpoint inhibitor therapy with progression of disease, and for whom an additional 4-6 weeks of current therapy (post-progression therapy) is acceptable as standard therapy * Must have a growing tumor amenable to percutaneous image-guided cryoablation based on routine Interventional Radiology criteria * Must have measurable disease (by RECIST) independent of the lesion to be ablated. Measurable disease is defined as at least one lesion that can be accurately measured in at least one dimension (longest diameter to be recorded for non-nodal lesions and short axis for nodal lesions) as ≥20 mm with conventional techniques or as ≥10 mm with spiral CT scan, MRI, or calipers by clinical exam. See Section 11 for the evaluation of measurable disease. Exclusion Criteria: * Participants who are receiving an investigational agent(s) * Uncontrolled intercurrent illness including, but not limited to, ongoing or active infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac arrhythmia, or psychiatric illness/social situations that would limit compliance with study requirements. * Pregnant women are excluded from this study because immune checkpoint inhibitors have the potential for teratogenic or abortifacient effects. Because there is an unknown but potential risk for adverse events in nursing infants secondary to treatment of the mother with immune checkpoint inhibitors, breastfeeding should be discontinued.