During the dose escalation stage, multiple doses and schedules of orally administered RGX-104 will be evaluated in patients with advanced solid tumors and lymphoma (i.e., locally advanced and unresectable, or metastatic) who have had progressive disease (PD) on available standard systemic therapies or for which there are no standard systemic therapies of relevant impact. In the expansion stage of the study, additional patients with melanoma, non-small cell lung cancer, epithelial ovarian carcinoma, or breast cancer will be treated at the MTD (or maximum tested dose if no MTD is identified, or dose below the MTD if there is evidence suggesting a more favorable risk/benefit profile) to provide further characterization of RGX-104 safety, efficacy, PK, and pharmacodynamics, including biomarkers of immunologic activity and LXR target activation.