I am so sorry this is such a simple question but I cannot find a concrete answer anywhere. Is there no way to use BiocManager::install() to install a package AND its dependencies? I am trying to install celldex and it looks like I am missing several dependencies. Is there a way to install the dependencies automatically or do I need to scroll back through the output and find all of the ERROR messages to create a package list?

The BiocManager, which is sort of an extended wrapper around install.packages, installs all R dependencies. If you see errors then this is either due to dependencies not available anymore on CRAN, compilation errors and/or missing external dependencies such as certain libraries, for example zlib. We will only know for sure if you post your commands and the first error that pops up.

Since BiocManager::install is a wrapper around install.packages you should be able to use the dependencies argument. Default is the default in install.packages which is 'NA', means 'c("Depends", "Imports", "LinkingTo")' per the help page. I think you can do something like BiocManager::install(<pkg>, dependencies=TRUE) which then would also add 'Suggests' or you can manually add the vector like BiocManager::install(<pkg>, dependencies=c("Depends", "Imports", "LinkingTo", "Suggests", "Enhances"))