This research is being done to collect and store biological specimens (biospecimens) from people with cancer, regardless of tumor type, who are receiving treatments known or thought to have an effect on the immune system. The goal of this discovery and exploratory study is to: * Understand changes in the immune system associated with various cancer treatments, in order to better design new therapies or tests to predict how these treatments might work. * Identify risk factors for those who go on to develop side effects from immunotherapy. * Identify the molecular features associated with response and resistance to cancer therapies and immunotherapy using integrative genomic and immune repertoire characterization. * Capture and characterize systemic tumor burden by minimally invasive analyses of circulating tumor DNA. Participants may be asked to: * Donate samples of tumor, blood, lymph nodes, white blood cells, mouth cells (buccal smears) scraped from the inside of participant's cheek, urine, saliva, or other tissue samples. * Complete questionnaires about immunotherapy side effects at baseline and with follow-up appointments. * Undergo knee x-rays. * Allow the use of demographic and clinical information.