Infliximab for Treatment of Immune Checkpoint Inhibitor Colitis

This is a phase II, randomized, signal-detection trial to evaluate the efficacy and safety of the drugs infliximab, methylprednisolone, and prednisone to manage the side of effect of colitis caused by immune checkpoint inhibitors (ICIs) that target a protein called CTLA-4. An example of one of these ICIs is ipilimumab, which has been approved by the FDA to treat metastatic melanoma. The names of the treatments involved in this study are: * Infliximab * Methylprednisolone * Prednisone The FDA has approved infliximab, methylprednisolone, and prednisone to treat many conditions affecting the immune system, including colitis. Participants will receive a CTLA-4 inhibitor, like ipilimumab, and any other cancer treatments as part of their regular care for stage III/IV skin cancer at the discretion of treating oncologist. Participants who enroll in this study will undergo one or more flexible sigmoidoscopies or colonoscopies as part of their clinical care. The first of these procedures would occur at the time of study enrollment, and the second may occur after several weeks of treatment at the discretion of the study doctor. During these procedures, biopsies will be collected for clinical purposes as well as for research purposes. Blood will also be collected for research at the time of enrollment and at the time of study completion. Any extra samples for research would only be collected if it is safe for the participant. Participants will also complete weekly follow-ups either over the phone or in-person that may last about 10 minutes. During these visits, participants will be asked about any new symptoms or changes in their health, their medications, and their GI symptoms. Blood for research may be collected at one or more of these visits if it coincides with a scheduled clinical blood draw. Participants are expected to be on study treatment for approximately 7 weeks. Once participants complete the study treatment, the study team will review their medical records every 6 months for any changes in their health. It is expected that about 42 people will take part in this research study.