The primary objectives of this study are (Phase 1) to determine in subjects with unresectable or metastatic bladder cancer who have never had chemotherapy, the dose of lenalidomide that is well-tolerated when given in combination with gemcitabine plus cisplatin and (Phase 2) to study this recommended dose in subjects to evaluate progression-free survival at 1 year. The secondary objectives will be to determine the objective response rate to treatment, and the safety of combination therapy with gemcitabine, cisplatin and lenalidomide as well as to evaluate lenalidomide as maintenance treatment in subjects achieving objective response or stable disease.