This happens because UVs islands or part of an uv island is outside of 0-1 UV space. Go back to 3ds max or the 3d modelling application that you are using, open the second map channel (which is for lightmaps) and make sure that the uv islands are inside the UV square/space.
It looks like several of your objects don’t have proper lightmap UV’s setup. You need a second UV channel where nothing is overlapping and it fits in the 0-1 UV space. In the static mesh properties you then need to make sure that the lightmap coordinate index is assigned to that UV channel.