NY-ESO-1 is a protein that is often made by some types of tumor cells, but only made by a few types of normal cells. Because it is primarily made by cancer cells, the NY-ESO-1 protein is a promising target against which to stimulate an immune response that may destroy cancer cells. CDX-1401 is a cancer vaccine that is specially designed to create this type of immune response. To enhance the immune response, CDX-1401 will be given with 1 or 2 immune stimulants called Resiquimod and poly-ICLC (Hiltonol).