Patients receive nivolumab intravenously (IV) over 60 minutes on day 1. Patients in dose level 2 also receive ipilimumab IV over 90 minutes on day 1 of every third course of nivolumab, and patients in dose level -2 also receive ipilimumab IV over 90 minutes on day 1 of every sixth course of nivolumab. Courses repeat every 14 days for up to 46 courses of nivolumab (with ipilimumab if receiving dose level 2 or -2) in the absence of disease progression or unacceptable toxicity.