Inclusion Criteria:  Ability to understand and provide informed consent. Willingness and ability to comply with scheduled study visits and procedures. Adult men or women age ≥ 18 years. ECOG performance status of 0 or 1. Advanced/metastatic NSCLC, cSCC, Merkel cell, melanoma, TNBC, pancreatic cancer, or head and neck cancer.  Per each tumor type shown below, the specific initial standard of care therapies after which the subjects with specific histologies must have progressed have been included. Subjects will have been treated with at least one or more than one line of therapy prior to enrollment in the study.  Non-small cell lung cancer (NSCLC)  Must have progressed on standard therapy, including platinum-based chemotherapy and checkpoint inhibitor therapy (combined or sequential). Patients with tumors that have known actionable molecular alteration such in EGFR, ALK, ROS-1, BRAF, RET, MET, and KRAS must have progressed on standard directed molecular therapy, and platinum-based chemotherapy.  Cutaneous squamous-cell carcinoma (cSCC)  Must have progressed on standard therapy, including platinum-based chemotherapy and/or checkpoint inhibitor therapy.  Merkel cell Carcinoma  Must have progressed on standard checkpoint inhibitor therapy.  Melanoma  Subjects must have received a BRAF inhibitor as monotherapy or in combination with other targeted agents for BRAF V600E mutant melanoma. Subjects must have received an anti-PD-1/ PD-L1inhibitor as monotherapy or combination with anti-CTLA-4 inhibitor or other therapies.  Pancreatic cancer  Progression after systemic chemotherapy which included either gemcitabine or Fluorouracil (5-FU)-based regimen (including capecitabine).  Triple negative breast cancer (TNBC)  Prior treatment (for advanced, metastatic or (neo)adjuvant) must have included a taxane and/or anthracycline-based therapy.  Head and Neck Cancer  Prior treatment requirement in the metastatic or unresectable locally advanced setting include: Subjects must have received a platinum containing chemotherapy regimen for treatment of primary tumor in locally advanced, or metastatic settings Subjects must have received an anti-PD-1/ PD-L1 as monotherapy or in combination with chemotherapy.  Progressed following therapy with at least one PD-1 or PD-L1 checkpoint inhibitor (regardless of PD-L1 expression status), except for patients with pancreatic cancer.  a) Prior progression on a PD-1 or PD-L1 checkpoint inhibitor should be unequivocal; progression that occurs within the first 8 weeks of treatment on these agents should be confirmed with a second CT at least 4 weeks apart (to exclude pseudo-progression).  Patients with activating EGFR mutation or ALK rearrangement which is expected to be responsive to available tyrosine kinase inhibitor therapy, must have been previously treated with an applicable tyrosine kinase inhibitor.  Tumor lesion which is deemed feasible for biopsy and injection under CT or ultrasound guidance (based on size, location, and visibility) by an interventional radiologist, and patient willing and able to provide tissue from biopsy of this lesion. Injected tumor should be > 1 cm3 in volume and should not encase or be inseparable from vital structures such as major nerves or blood vessels.  a) For patients treated at the first dose level, the tumor for injection must be an accessible cutaneous, subcutaneous, or superficial lymph node lesion that is palpable.  Measurable disease, as defined per RECIST version 1.1.  Prior history of brain metastases are eligible, provided:  Brain metastases have been treated Asymptomatic from the brain metastases Corticosteroids prescribed for the management of brain metastases have been discontinued at least 7 days before registration to study Brain metastases are stable on pre-registration imaging No evidence of leptomeningeal disease Life expectancy > 3 months.  Adequate organ and marrow function as defined below:  Absolute neutrophil count (ANC) ≥1.5 x 109/L Hemoglobin ≥90 g/L (or ≥9 g/dL) Platelets ≥100 x 109/L Calculated creatinine clearance of >50 mL/min using Cockcroft Gault equation Total bilirubin ≤ 1.5 x institutional upper limit of normal AST (SGOT) and ALT (SGPT) ≤2.5 x institutional upper limit of normal If Alkaline Phosphatase ≥ 2.5 x institutional upper limit of normal, then AST and ALT must be ≤ 1.5 x institutional upper limit of normal  Patients of childbearing age must not be pregnant and must use established contraceptive strategies:  Female subjects of childbearing potential should have a negative urine or serum pregnancy within 72 hours prior to receiving the first dose of study medication. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required. Female subjects of childbearing potential should be willing to use 2 methods of birth control or be surgically sterile, or abstain from heterosexual activity for the course of the study through 120 days after the last dose of study medication. Subjects of childbearing potential are those who have not been surgically sterilized or have not been free from menses for > 1 year. Male subjects should agree to use an adequate method of barrier contraception starting with the first dose of study therapy through 120 days after the last dose of study therapy.  Exclusion Criteria:  Pregnant or breast feeding. Serious uncontrolled medical disorder, psychiatric condition or laboratory abnormalities that, in the opinion of the investigator, may increase the risk associated with study participation or may interfere with the interpretation of study results. Major surgery (e.g., intra-thoracic, intra-abdominal or intra-pelvic), or significant traumatic injury, within 4 weeks prior to starting study treatment or has not recovered from side effects of such procedure. Video-assisted thoracic surgery (VATS) and mediastinoscopy are exceptions and patients can receive study treatment ≥1 week after these procedures. History of clinically significant noninfectious interstitial pneumonitis (i.e., limiting activities of daily living or requiring therapeutic intervention), including clinically significant radiation pneumonitis. Residual toxicity from prior anticancer therapy of grade 3 or greater (CTCAE v5.0), with the exception of alopecia. Concurrent use of other anticancer approved or investigational agents.  Clinically significant, uncontrolled heart disease and/or recent cardiac event (within 6 months), such as:  unstable angina within 6 months prior to screening myocardial infarction within 6 months prior to screening history of documented congestive heart failure (New York Heart Association functional classification III-IV) cardiac arrhythmias not controlled with medication Active autoimmune disease requiring disease modifying therapy (except vitiligo, Grave's, or psoriasis not requiring systemic treatment). Any form of active primary or secondary immunodeficiency. Receiving ≥10 mg daily prednisone (or equivalent). Prior malignancy (except non-melanoma skin cancers, and the following in situ cancers: bladder, gastric, colon, cervical/dysplasia endometrial, melanoma, or breast) are excluded unless a complete remission was achieved at least 2 years prior to study entry AND no additional therapy is required or anticipated to be required during the study period. Active systemic infections requiring intravenous antibiotics. Prior therapy with anti-tumor vaccines or other immune-stimulatory antitumor agents (other than anti-PD-1/anti-PD-L1 monoclonal antibody). Prisoners or subjects who are involuntarily incarcerated, or who are compulsorily detained for treatment of either a psychiatric or physical illness.