This is an open-label, dose-escalation/dose-expansion study of INCB059872 in subjects with advanced malignancies. The study will be conducted in 4 parts. Part 1 (mono therapy dose escalation) will determine the recommended dose(s) of INCB059872 for dose expansion, based on maximum tolerated dose and/or a tolerated pharmacologically active dose. Part 2 (dose expansion) will further determine the safety, tolerability, efficacy, PK, and PD of the selected monotherapy dose(s) in AML/MDS, SCLC, myelofibrosis, Ewing sarcoma, and poorly differentiated neuroendocrine tumors. Part 3 will determine the recommended dose(s) of INCB059872 in combination with azacitadine and all-trans retinoic acid in AML and in combination with nivolumab in SCLC. Part 4 will further determine the safety, tolerability, efficacy, PK, and PD of the selected combination dose(s) in Part 3.