A Personal Cancer Vaccine (NEO-PV-01) w/ Nivolumab for Patients With Melanoma, Lung Cancer or Bladder Cancer

This clinical trial will enroll patients with metastatic or advanced melanoma, lung, or bladder cancer. The three agents being used in this study are: * A new, investigational, personal cancer vaccine called "NEO-PV-01" * Poly-ICLC (Hiltonol), an investigational adjuvant that is used to help stimulate the immune system * A cancer drug called nivolumab (OPDIVO®) These agents are considered immunotherapy and work by stimulating the immune system to fight cancer. NEO-PV-01 is a truly personal vaccine therapy in that it is custom designed and manufactured to include targets for the immune system that are present uniquely on an individual's cancer. Poly-ICLC is an adjuvant that helps stimulate the immune system and make the vaccine, NEO-PV-01 more effective. Nivolumab helps T-cells, a certain type of immune cell, that recognize these targets to reach and attack the tumor. Nivolumab is in clinical development for treatment of bladder cancer and is approved by the FDA (the U.S. Food and Drug Administration) for the treatment of some lung, skin, kidney, and blood cancers. The purpose of this study is to find out if treatment with NEO-PV-01 + adjuvant in combination with nivolumab is safe and effective for patients with melanoma, lung, or bladder cancer. The study also will see if NEO-PV-01 vaccine + adjuvant with nivolumab can improve responses compared to available therapies such as nivolumab monotherapy The side effects of NEO-PV-01 + adjuvant and nivolumab will be monitored and additional research tests will be done to assess the immune response against each individual's cancer.