This is a multicenter, open-label, Phase 1b clinical study of intratumoral administration of CMP-001 in combination with pembrolizumab or as a monotherapy in subjects with advanced melanoma. The study will be conducted in two parts. Part 1 (CMP-001 + pembrolizumab) is comprised of two phases: 1) a Dose Escalation Phase and 2) a Dose Expansion Phase. Part 2 of the study is designed to assess the CMP-001 as a monotherapy.