 This phase IbII trial studies the best dose of glembatumumab vedotin when giving together with nivolumab and ipilimumab in treating patients with solid tumor that has spread to other places in the body and cannot be removed by surgery. Monoclonal antibodies, such as glembatumumab vedotin, nivolumab, and ipilimumab, may interfere with the ability of tumor cells to grow and spread. 