Date: 201811
Local time of day: 0601-1200
Location: DEN.Airport, CO
Flight conditions: IMC
Aircraft: B737 Undifferentiated or Other Model
Operator: Air Carrier
Operating under: Part 121
Flight plan: IFR
Mission: Passenger
Flight phase: Final Approach
Airspace: Class B DEN
ATC / advisory: TRACON D01
Reporter organization: Air Carrier
Reporter function: Pilot Not Flying; First Officer
Reporter qualification: Flight Crew Air Transport Pilot (ATP); Flight Crew Multiengine; Flight Crew Instrument
Human factors: Distraction; Situational Awareness
Second reporter function: Captain; Pilot Flying
Anomaly: ATC Issue All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter Unstabilized Approach
Detector: Person Flight Crew
When detected: In-flight
Result: Flight Crew Executed Go Around / Missed Approach
Contributing factors: Human Factors
Primary problem: Human Factors

Narrative: While on the ANCHR 4 Arrival into Denver for an RNAV approach; Approach Control reassigned us to an ILS approach; I believe; for Runway 35L; though it could've initially been 35R; I can't remember for sure. We quickly re-briefed the approach; and prepared for it. The runway assignment was then changed again to the other parallel Runway 35L; or 35R; whichever ILS; we weren't assigned initially; as I mentioned above. This happened as we were preparing to intercept the localizer. We thought we could accept the new assignment and started setting up for it. After getting closer to the FAF; however; or perhaps slightly inside it; the Captain; who was the flying pilot; decided it was safer to execute a go-around; so we could get lined up and better positioned for the approach again. We flew the go-around; and received vectors for the ILS 35R; I believe; and flew the approach and landed. As we were taxing in; Ground Control asked us to call Denver ATC. We called them and found out that after being re-vectored for the approach; we had inadvertently switched back to Denver Tower too early; without clearance from Approach Control.


Second narrative: On descent into DEN via the ANCHR4 arrival; Denver Approach issued the RNAV (RNP) RWY 35R approach which was being executed approximately midfield on right downwind at 11;000 ft when ATC changed the approach to the ILS RWY 35L. Despite an effort to complete the approach; it did not appear sufficiently stable and I made the decision to execute a missed approach and after the third different approach assignment to ILS RWY 35R; after the aircraft was landed; we were informed by Tower to contact Approach Control by telephone where we were informed that we had prematurely left the Approach frequency before assignment to Tower was made. I was unaware that this had occurred; as it was IFR with snow reducing the visibility and I was focused on flying the approach. I recall my First Officer calling Tower to receive a landing clearance; but did not understand that it had been uncommanded. The error was unintentional. Likely contributing factors beyond the understood failure to maintain communications vigilance on our part were the 3 different; somewhat closely spaced approach assignments; the distraction of an IMC missed approach; and a relatively new crew member on the aircraft. However; I am ultimately responsible for not noting the early switchover to Tower.


Synopsis: 737 flight crew reported being changed to an ILS and not remembering what runway it was; but the flight ended up going around due to an un-stabilized approach and RNAV/ILS changes.