This is a Phase 1b/2 protocol to evaluate pharmacokinetics, safety, efficacy, and pharmacodynamics of PF-06801591, a programmed death-1(PD-1) antagonist monoclonal antibody (mAb) in participants with advanced malignancies. This study consists of 2 parts: Phase 1b part (dose escalation and dose expansion) in patients with advanced malignancies in Asia and a global Phase 2 part in non small cell lung cancer (NSCLC) patients.