The purpose of this study is to evaluate the safety, identify the Maximum Tolerated Dose (MTD) of ALT-803 and determine the Recommended Dose (RD) level of ALT-803 combined with BCG in patients who have nonmuscle invasive bladder cancer. The anti-tumor activity of BCG+ALT-803 will also be assessed. In addition, the study will characterize the molecular, immunogenicity and pharmacokinetic profile of BCG+ALT-803.