Patients must not have autoimmune disorders or conditions of immunosuppression that require current ongoing treatment with systemic corticosteroids (or other systemic immunosuppressants), including oral steroids (i.e., prednisone, dexamethasone) or continuous use of topical steroid creams or ointments or ophthalmologic steroids; a history of occasional (but not continuous) use of steroid inhalers is allowed* Replacement doses of steroids for patients with adrenal insufficiency are allowed; patients who discontinue use of these classes of medication for at least 2 weeks prior to initiation of study treatment are eligible if, in the judgment of the treating physician investigator, the patient is not likely to require resumption of treatment with these classes of drugs during the study* Exclusion from this study also includes patients with a history of symptomatic autoimmune disease (e.g., rheumatoid arthritis, systemic progressive sclerosis [scleroderma], systemic lupus erythematosus, Sjogren's syndrome, autoimmune vasculitis [e.g., Wegeners Granulomatosis]); motor neuropathy considered of autoimmune origin (e.g., Guillain-Barre syndrome and Myasthenia Gravis); other CNS autoimmune disease (e.g., Multiple sclerosis); patients with autoimmune hypothyroid disease or type I diabetes on replacement treatment are eligible RANDOMIZED PHASE II (ARMS K AND L): Patients must not have autoimmune disorders or conditions of immunosuppression that require current ongoing treatment with systemic corticosteroids (or other systemic immunosuppressants), including oral steroids (i.e., prednisone, dexamethasone) or continuous use of topical steroid creams or ointments or ophthalmologic steroids; a history of occasional (but not continuous) use of steroid inhalers is allowed; replacement doses of steroids for patients with adrenal insufficiency are allowed; patients who discontinue use of steroid medication for at least 2 weeks prior to initiation of therapy are eligible if, in the judgment of the treating physician investigator, the patient is not likely to require resumption of treatment with these classes of drugs during the study; exclusion from this study also includes patients with a history of symptomatic autoimmune disease (e.g., rheumatoid arthritis, systemic progressive sclerosis [scleroderma], systemic lupus erythematosus, Sjogren's syndrome, autoimmune vasculitis [e.g., Wegeners Granulomatosis]); motor neuropathy considered of autoimmune origin (e.g., Guillain-Barre syndrome and Myasthenia Gravis); other CNS autoimmune disease (e.g., Multiple sclerosis); patients with autoimmune hypothyroid disease or type I diabetes on replacement treatment are eligible Patients should have no evidence of being immunocompromised as listed below:* Human immunodeficiency virus positivity* Active autoimmune diseases requiring treatment or a history of autoimmune disease that might be stimulated by vaccine treatment; patients with endocrine disease that is controlled by replacement therapy including thyroid disease and adrenal disease and vitiligo may be enrolled* History of splenectomy Patients must not have any known autoimmune disease Has an active autoimmune disease requiring systemic treatment within the past 3 months or a documented history of clinically severe autoimmune disease, or a syndrome that requires systemic steroids or immunosuppressive agents; patients with vitiligo or resolved childhood asthma/atopy would be an exception to this rule; patients that require intermittent use of bronchodilators or local steroid injections would not be excluded from the study; patients with hypothyroidism stable on hormone replacement or Sjogrens syndrome will not be excluded from the study Patients with autoimmune hypothyroid disease or type I diabetes on replacement treatment are eligible Patients with autoimmune disease requiring systemic corticosteroid treatment (and previously ineligible to receive systemic immunotherapies for melanoma) are allowed on condition that they do not receive more than 20 mg of daily dose methylprednisolone, prednisone, or its equivalent; this does not include autoimmune diseases caused by previous immunotherapy treatments for melanoma that require ongoing treatment with corticosteroids (e.g. autoimmune colitis or autoimmune hepatitis receiving corticosteroids) Active autoimmune disease that has required systemic treatment within the past 2 years (i.e., with use of modifying agents, corticosteroids, or immunosuppressive drugs); replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment History of, or current autoimmune disease Patients must not have active autoimmune disease that has required systemic treatment in past 2 years (i.e., with use of disease modifying agents, corticosteroids or immunosuppressive drugs); replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment Patients who received prior pembrolizumab, patients on chronic steroids or who have active autoimmune disease for which they received systemic treatment in the previous 2 years with corticosteroids, disease modifying agents, or immunosuppressive drugs; replacement therapy (thyroxine, insulin or physiological corticosteroid replacement for adrenal or pituitary insufficiency) is allowed; patients with active interstitial lung disease or who have a history of pneumonitis for which they had received glucocorticoids are not eligible. Patients must not have active autoimmune disease that has required systemic treatment in past 2 years (i.e., with use of disease modifying agents, immunosuppressive drugs, or corticosteroids with doses higher than prednisone 10mg or equivalent); replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment; autoimmune diseases include but are not limited to autoimmune hepatitis, inflammatory bowel disease (including ulcerative colitis and Chrons disease), as well as symptomatic disease (e.g. rheumatoid arthritis, systemic progressive sclerosis [scleroderma], systemic lupus erythematosus, autoimmune vasculitis [e.g., Wegeners Granulomatosis]); CNS or motor neuropathy considered of autoimmune origin (e.g., Guillain-Barre syndrome and myasthenia gravis, multiple sclerosis or glomerulonephritis); vitiligo, alopecia, hypothyroidism on stable doses of thyroid replacement therapy, psoriasis not requiring systemic therapy within the past 2 years is permitted; short-term steroid premedication for contrast allergy is permitted Patients must not have active autoimmune disease that has required systemic treatment in past two years (i.e., with use of disease modifying agents, corticosteroids or immunosuppressive drugs); replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment; autoimmune diseases include, but are not limited to, systemic lupus erythematosus, rheumatoid arthritis, inflammatory bowel disease, vascular thrombosis associated with antiphospholipid syndrome, Wegeners granulomatosis, Sjogrens syndrome, Bells palsy, Guillain-Barre syndrome, multiple sclerosis, autoimmune thyroid disease, vasculitis, or glomerulonephritis History or evidence of active autoimmune disease (e.g., pneumonitis, glomerulonephritis, vasculitis, or other); or history of active autoimmune disease that has required systemic treatment (i.e., use of corticosteroids, immunosuppressive drugs or biological agents used for treatment of autoimmune diseases) within 2 months of enrollment; (replacement therapy [e.g., thyroxine for hypothyroidism, insulin for diabetes or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency] is not considered a form of systemic treatment for autoimmune disease)* Evidence of clinically significant immunosuppression such as** Primary immunodeficiency state such as severe combined immunodeficiency disease** Concurrent opportunistic infection** Receiving systemic immunosuppressive therapy (> 2 weeks) including oral steroid doses > 10 mg/day of prednisone or equivalent within 2 months prior to enrollment Patients must not have active autoimmune disease that has required systemic treatment in past 2 years (i.e., with use of disease modifying agents, corticosteroids or immunosuppressive drugs); replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment Patients must not require use of systemic corticosteroid within 14 days prior to registration or during protocol treatment; patients with preexisting severe autoimmune disease requiring systemic corticosteroids or ongoing immunosuppression are not eligible Patients must not have history or evidence of active autoimmune disease (e.g., pneumonitis, glomerulonephritis, vasculitis, or other); or history of active autoimmune disease that has required systemic treatment (i.e., use of corticosteroids, immunosuppressive drugs or biological agents used for treatment of autoimmune diseases) within 2 months of registration; replacement therapy (e.g., thyroxine for hypothyroidism, insulin for diabetes or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency) is not considered a form of systemic treatment for autoimmune disease History or evidence of active autoimmune disease (e.g., pneumonitis, glomerulonephritis, vasculitis, or other); or history of active autoimmune disease that has required systemic treatment (i.e., use of corticosteroids, immunosuppressive drugs or biological agents used for treatment of autoimmune diseases) within 2 months of enrollment; (replacement therapy [e.g., thyroxine for hypothyroidism, insulin for diabetes or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency] is not considered a form of systemic treatment for autoimmune disease) Patients with a history or evidence of active autoimmune disease (e.g., pneumonitis, glomerulonephritis, vasculitis, or other); or history of active autoimmune disease that has required systemic treatment (i.e., use of corticosteroids, immunosuppressive drugs or biological agents used for treatment of autoimmune diseases) within 2 months of enrollment are ineligible; (replacement therapy [e.g., thyroxine for hypothyroidism, insulin for diabetes or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency] is not considered a form of systemic treatment for autoimmune disease)