A Study to Learn About PF-07921585 Alone or With Other Anti-cancer Medicines in People With Cancer

Key Inclusion Criteria: 1. Participants aged ≥18 years or older at the time of informed consent. 2. Tumor types and prior treatment requirements: Participants entering Parts 2 and 3 must have at least 1 measurable lesion. Part 1 and Part 2: Eligible advanced/metastatic tumor types include NSCLC, urothelial carcinoma (UC), renal cell carcinoma (RCC), melanoma, head and neck squamous cell carcinoma (HNSCC), and microsatellite stable colorectal cancer (MSS-CRC). Participants must have demonstrated radiographic progression on standard treatment(s) for their cancer Part 3: * Cohort 1: Participants with metastatic melanoma with resistance to checkpoint inhibitor therapy and BRAF/MEKi. * Cohort 2: Participants with metastatic MSS-CRC. * Cohort 3: Participants with previously untreated metastatic NSCLC. 3. ECOG PS 0 or 1. Key Exclusion Criteria: 1. Participants with any other active malignancy within 3 years prior to enrollment. 2. Known or suspected hypersensitivity to, or severe allergic history of, human albumin or anti-PD-(L)1 therapy. 3. History of Grade ≥3 immune-related AE (irAE) or unresolved irAEs prior to first dose of study intervention. Exception: vitiligo and endocrinopathy that is controlled with hormonal therapy. 4. History of venous thromboembolic event \<12 weeks prior to starting study treatment. 5. Active or history of clinically significant gastrointestinal (GI) disease. 6. Active or history of interstitial lung disease or Grade ≥2 pneumonitis. 7. Active or history of clinically significant autoimmune disease. 8. Active bleeding disorder. 9. Participants who have undergone treatment with any investigational IL-12 agent. 10. Active, uncontrolled infections