The study consists of 3 parts: dose escalation (Part 1), dose expansion (Part 2), and dose exploration (Part 3). Part 1 will evaluate dose escalation of durvalumab in combination with monalizumab in adult participants with select advanced solid tumor malignancies. Part 2 will evaluate further the identified dose of durvalumab in combination with monalizumab from Part 1 in adult participants with select advanced solid tumor malignancies. Part 3 will evaluate dose exploration of durvalumab in combination with monalizumab and standard of care systemic therapy with or without biological agent, and monalizumab in combination with biological agent in adult participants with CRC.