Inclusion Criteria:

- Willing and able to give written informed consent

- Before any study procedures are performed, subjects (or their legally acceptable
representatives) will have the details of the study described to them, and they
will be given a written informed consent document to read; then, if subjects
consent to participate in the study, they will indicate that consent by signing
and dating the informed consent document in the presence of study personnel

- Histologically confirmed malignancy

- In Phase I, histologically confirmed melanoma.

- In Phase II, histologically confirmed melanoma, non-Hodgkin lymphoma, or
colorectal carcinoma

- Must have failed at least one systemic therapy or be intolerant to at least one prior
systemic treatment

- Must have at least two lesions of evaluable size by modified World Health
Organization (mWHO)/Cheson criteria; one of two lesions must be amenable to biopsy
(core or fine needle aspirate) and intratumoral injection of up to 5ml (diameter >=
10mm)

- Subjects with asymptomatic brain metastases are eligible; (systemic steroids should
be avoided if possible, or the subject should be stable on the lowest clinically
effective dose, as steroids as they may interfere with the activity of ipilimumab if
administered at the time of the first ipilimumab dose)

- Must be at least 28 days since treatment with standard or investigational
chemotherapy, biochemotherapy, surgery, radiation, cytokine therapy, or
immunotherapy, and recovered from any clinically significant toxicity experienced
during treatment

- Eastern Cooperative Oncology Group (ECOG) performance status of 0, 1, or 2

- Life expectancy of >= 16 weeks

- Subjects must have baseline (screening/baseline) radiographic images, (e.g. brain,
chest, abdomen, pelvis, and bone scans with specific imaging tests to be determined
by the attending physician) within 6 weeks of initiation of ipilimumab

- White blood cell (WBC) >= 2000/uL (~2 x 10^9/L)

- Absolute neutrophil count (ANC) >= 1000/uL (~0.5 x 10^9/L)

- Platelets >= 75 x 10^3/uL (~75 x 10^9/L)

- Hemoglobin >= 9 g/dL (may be transfused)

- Creatinine =< 2.0 x upper limit of normal (ULN)

- Aspartate aminotransferase (AST)/alanine aminotransferase (ALT) =< 2.5 x ULN for
subjects without liver metastasis =< 5 times for liver metastases

- Bilirubin =< 2.0 x ULN (except for subjects with Gilbert's syndrome, who must have a
total bilirubin of less than 3.0 mg/dL)

- No active or chronic infection with human immunodeficiency virus (HIV), hepatitis B,
or hepatitis C

- Women of childbearing potential (WOCBP) must be using an adequate method of
contraception to avoid pregnancy throughout the study and for up to 26 weeks after
the last dose of investigational product, in such a manner that the risk of pregnancy
is minimized; WOCBP include any female who has experienced menarche and who has not
undergone successful surgical sterilization (hysterectomy, bilateral tubal ligation,
or bilateral oophorectomy) or is not post-menopausal; post-menopause is defined as:

- Amenorrhea >= 12 consecutive months without another cause, or

- For women with irregular menstrual periods and taking hormone replacement
therapy (HRT), a documented serum follicle stimulating hormone (FSH) level >= 35
mIU/mL

- Women who are using oral contraceptives, other hormonal contraceptives (vaginal
products, skin patches, or implanted or injectable products), or mechanical products
such as an intrauterine device or barrier methods (diaphragm, condoms, spermicides)
to prevent pregnancy, or are practicing abstinence or where their partner is sterile
(eg, vasectomy) should be considered to be of childbearing potential; WOCBP must have
a negative serum or urine pregnancy test (minimum sensitivity 25 IU/L or equivalent
units of human chorionic gonadotropin [HCG]) within 72 hours before the start of
ipilimumab

- Men of fathering potential must be using an adequate method of contraception to avoid
conception throughout the study (and for up to 26 weeks after the last dose of
investigational product) in such a manner that the risk of pregnancy is minimized

Exclusion Criteria:

- Any other malignancy from which the patient has been disease-free for less than 5
years, with the exception of adequately treated and cured basal or squamous cell skin
cancer, superficial bladder cancer or carcinoma in situ of the cervix

- Autoimmune disease: patients with a history of inflammatory bowel disease, including
ulcerative colitis and Crohn's disease, are excluded from this study, as are patients
with a history of symptomatic disease (eg, rheumatoid arthritis, systemic progressive
sclerosis [scleroderma], systemic lupus erythematosus, autoimmune vasculitis [eg,
Wegener's Granulomatosis]); motor neuropathy considered of autoimmune origin (e.g.
Guillain-Barre Syndrome and Myasthenia Gravis)

- Any underlying medical or psychiatric condition, which in the opinion of the
investigator will make the administration of ipilimumab hazardous or obscure the
interpretation of adverse events (AEs), such as a condition associated with frequent
diarrhea

- Patients with underlying heart conditions who are deemed ineligible for surgery by
cardiology consult

- Any non-oncology vaccine therapy used for prevention of infectious diseases (for up
to 1 month before or after any dose of ipilimumab)

- A history of prior treatment with ipilimumab or prior CD137 agonist or CTLA 4
inhibitor or agonist

- Concomitant therapy with any of the following: interleukin-2 (IL 2), interferon, or
other non-study immunotherapy regimens; cytotoxic chemotherapy; immunosuppressive
agents; other investigation therapies; or chronic use of systemic corticosteroids

- A history of AEs with prior IL-2 or Interferon will not preclude subjects from
entering the current study

- Any investigational agents

- Immunosuppressive agents (unless required for treating potential AEs)

- Chronic systemic corticosteroids (unless required for treating treatment emergent AEs
or required for management of signs or symptoms due to brain metastases, upon
discussion with Bristol-Myers Squibb [BMS] medical monitor)

- Prisoners or subjects who are compulsorily detained (involuntarily incarcerated) for
treatment of either a psychiatric or physical (eg, infectious) illness

- Women of childbearing potential (WOCBP) who:

- Are unwilling or unable to use an acceptable method of contraception to avoid
pregnancy for their entire study period and for at least 8 weeks after cessation
of study drug, or

- Have a positive pregnancy test at baseline, or

- Are pregnant or breastfeeding

- Persons of reproductive potential must agree to use an adequate method of
contraception throughout treatment and for at least 8 weeks after ipilimumab is
stopped; sexually active WOCBP must use an effective method of birth control during
the course of the study, in a manner such that risk of failure is minimized; before
study enrollment, WOCBP must be advised of the importance of avoiding pregnancy
during study participation and the potential risk factors for an unintentional
pregnancy; all WOCBP MUST have a negative pregnancy test before first receiving
ipilimumab; if the pregnancy test is positive, the patient must not receive
ipilimumab and must not be enrolled in the study