The main purpose of this study is to evaluate safety, tolerability, and efficacy of LY4257496 alone and as part of relevant standard of care (SOC) combination therapy in participants with Gastrin-releasing Peptide Receptor (GRPR)-positive advanced breast, colorectal, prostate, and endometrial cancer. The study will also evaluate the safety, tolerability, and efficacy of LY4257529 to identify cancer with high levels of a protein called GRPR. This is a 2-part study. Participation could last up to 36 weeks or until your tumor progresses.