Participants with known brain metastases Participants with known metastases Participants with known brain metastases should be excluded; screening for brain metastases with head imaging is not required Participants with symptomatic brain metastases that require active treatment are excluded Participants with known untreated brain or other central nervous system metastases are excluded Participants with > definitive lesions consistent with brain metastases Participants with known untreated brain metastases should be excluded from this clinical trial; participants with a history of brain metastases that have been treated, are no longer taking corticosteroids, and have been stable on imaging for >= weeks following the last date of treatment are permitted Participants with known untreated brain metastases should be excluded from this clinical trial; participants with a history of brain metastases that have been treated, are no longer taking corticosteroids, and have been stable on imaging for >= weeks following the last date of treatment are permitted Participants with known untreated brain metastases should be excluded from this clinical trial; participants with a history of brain metastases that have been treated, are no longer taking corticosteroids, and have been stable on imaging for at least one month following the end of treatment are permitted. Participants with known brain metastases should be excluded Participants with active brain metastases Participants with treated brain metastases are allowed; radiation must be completed at least weeks prior to pembrolizumab dosing and participants must not require ongoing steroids; participants with untreated brain metastases that are all < mm with no clinical symptoms or vasogenic edema may be allowed on study on a case-by-case basis on discussion with sponsor; these participants will require MRI monitoring every weeks to ensure stability Participants with known uncontrolled brain metastases will be excluded from this clinical Participants with known brain metastases PHASE II: Participants with known brain metastases should be excluded Participants with known brain metastases Participants with known brain metastases Participants with known brain metastases Participants with metastases Participants with known brain metastases that are symptomatic and require corticosteroids are excluded Participants with known brain metastases Participants with known brain metastases, or any other metastases from cancer Participants with known uncontrolled brain metastases