This open label, randomized study will evaluate safety and tolerability of sargramostim when combined with an ipilimumab-containing regimen received as part of standard of care therapy. The study will evaluate 2 sargramostim administration schedules. Patients will be randomized 1:1 to the sargramostim administration schedules and stratified based on planned dose of ipilimumab (1 mg/kg, 3 mg/kg). Sargramostim will be administered for the first 12 weeks following the assigned treatment schedule or until disease progression, intolerable toxicity, consent withdrawal, pregnancy, or death, whichever comes first. Checkpoint inhibitor therapy will be administered in accordance with institutional standard of care guidelines, at the Investigator's discretion. Patients will be followed up for to 24 weeks following end of sargramostim treatment for safety, efficacy, and survival.