I. To evaluate the effects of single agent nivolumab, and the combination of ipilimumab and nivolumab, on immune function (HIV viral load in plasma using conventional assay, CD4+ and CD8+ cells). (Dose De-escalation Cohort) II. To preliminarily assess objective response rates associated with treatment for commonly represented tumors (Kaposi sarcoma, anal cancer, and lung cancer) and relapsed refractory HIV-cHL. (Solid Tumor Dose Expansion and cHL Cohorts) III. To evaluate the effects of single agent nivolumab, and the combination of ipilimumab and nivolumab, on immune function (HIV viral load in plasma using conventional HIV assay, CD4+, and CD8+ cells). Only single agent nivolumab will be utilized in the cHL cohort. (Solid Tumor Dose Expansion and cHL Cohorts)