Inclusion Criteria:

- Patients previously vaccinated with GM-CSF-based vaccines using lethally irradiated,
autologous melanoma, ovarian cancer, acute myelogenous leukemia/myelodysplasia, or
non-small cell lung cancer cells; patients with acute myelogenous
leukemia/myelodysplasia or non-small cell lung cancer who have not been vaccinated
with an autologous, GM-CSF based vaccine

- >= 4 weeks since treatment (chemo-, radiation, hormone, immuno-, etc., therapy)

- Patients must have recovered from any acute toxicity associated with prior therapy

- Measurable epithelial ovarian cancer, melanoma, AML/MDS, or non-small cell lung
cancer

- No standard curative treatment options

- Not require immediate palliative therapy

- Patients with epithelial ovarian cancer must have persistent or recurrent disease
following primary surgery and primary chemotherapy

- Patients with melanoma must be stage IV disease

- Patients with AML/MDS, but without MDS, must be: a) in second relapse or b) first
relapse with no option for bone marrow transplant or c) not a candidate for
immunosuppressive chemotherapy due to age or comorbid disease

- Patients with non-small cell lung cancer must be not curable by standard surgery,
chemotherapy, and/or radiation

- Life expectancy >= 12 weeks

- ECOG performance status of 0, 1 or 2

- Written informed consent

- Due to the unknown effects of MDX-CTLA-4 on the fetus or nursing infant, pregnant or
nursing women should not be included; women should be either: post-menopausal for at
least 1 year; surgically incapable of bearing children; or utilizing an intrauterine
device, and/or spermicide and barrier, for contraception; during the study, use of
oral contraception alone is not acceptable; women of childbearing potential must have
a negative serum beta-HCG pregnancy test conducted during screening, and a negative
urinary beta-HCG pregnancy test conducted within 24 hours prior to treatment; due to
the unknown effects of MDX-CTLA-4 on the fetus, men should not father children during
the study

- WBC > 1,000 cells/mm^3 (except for AML/MDS patients)

- Serum creatinine < 2 mg/dL

- Platelets > 75,000 cells/mm^3 (except for AML/MDS patients)

- AST and ALT < 2 x UNL

- Total bilirubin < 2 x UNL

Exclusion Criteria:

- Active infection

- Autoimmune disease requiring immunosuppressive treatment

- Any underlying medical condition which, in the principal investigator's opinion, will
make the administration of study drug hazardous or obscure the interpretation of
adverse events

- Any concurrent medical condition requiring the use of systemic steroids (use of
inhaled or topical steroids is acceptable)

- CNS metastases, unless previously treated and stable for at least three months

- Patients who have received prior treatment with MDX-CTLA-4