Recent history of hepatitis infection or if the treating physician determined that the patient would be at significant risk of reactivation of hepatitis Patients known to be human immunodeficiency virus (HIV) positive may be enrolled if baseline cluster of differentiation (CD)4 count is > 500 cells/mm^3 AND not taking anti-retroviral therapy; patients with known hepatitis are not eligible unless there is a known negative hepatitis panel; (exception: previous history of hepatitis A infection that is not currently active is allowed); patients must not have any known uncontrolled underlying pulmonary disease Patients with known hepatitis B or hepatitis C infection may be eligible providing they have viral load < 800,000 IU/L within 28 days prior to registration Patients with known chronic human immunodeficiency virus (HIV), hepatitis B or hepatitis C infections should be excluded Patients must not have a history of chronic or active hepatitis B or C infection; patients must have negative hepatitis B and C serologies performed within 28 days prior to registration Any evidence of severe or uncontrolled systemic disease, active infection, active bleeding diatheses or renal transplant, including any patient known to have hepatitis B, hepatitis C or human immunodeficiency virus (HIV) will be excluded; patients with HIV who have adequate cluster of differentiation (CD)4 count, not requiring antiretroviral medication will not be excluded Documented human immunodeficiency virus (HIV), active bacterial infections, active or chronic hepatitis B, or hepatitis C infection A positive hepatitis C serology is an exclusion criterion TUMOR BIOPSY SEQUENCING: Patients with uncontrolled intercurrent illness including, but not limited to psychiatric illness/social situations that would limit compliance with study requirements, symptomatic congestive heart failure, unstable angina pectoris, cardiac arrhythmia, myocardial infarction in the past 6 months, invasive fungal infections, or active (acute or chronic) or uncontrolled severe infection, liver disease such as cirrhosis, decompensated liver disease, and active and chronic hepatitis (i.e., quantifiable hepatitis B virus [HBV]-DNA and/or positive hepatitis B surface antigen [HbsAg], quantifiable hepatitis C virus [HCV]-ribonucleic acid [RNA]) are not eligible to participate; testing for hepatitis B or other infections for eligibility will be performed only if clinically indicated Patients cannot have:* Central nerve system involvement* Primary refractory multiple myeloma, where primary refractory multiple myeloma is defined as disease that is nonresponsive � patients who have never achieved a minimal response (MR) or better � with any therapy over the course of their disease; it includes patients who never achieve MR or better in whom there is no significant change in M-protein and no evidence of clinical progression as well as patients who meet criteria for true progressive disease (PD)* Primary or secondary plasma cell leukemia* Light-chain (AL) amyloidosis or polyneuropathy, organomegaly, endocrinopathy, monoclonal gammopathy, and skin changes (POEMS) syndrome* Known active hepatitis C based on:** +hepatitis C virus (HCV) antibody (confirmed)** +HCV RNA** Liver disease with history of positive serology** Note: patients with a prior history of hepatitis C that has been successfully eradicated with antiviral therapy are eligible* Known hepatitis B surface antigen positivity* Previous hypersensitivity to any of the components of the study treatment* Prior history of erythema multiforme with thalidomide or lenalidomide treatment Positive hepatitis C serology or active hepatitis B infection Patients with chronic human immunodeficiency virus (HIV), hepatitis B or hepatitis C infections should be excluded Known positive patients for infectious hepatitis, type A, B, C Chronic hepatitis infection, including B and C No history of the following:* Child Pugh class B or C liver disease* �Chronic active� hepatitis defined as: ** Hepatitis B surface antigen (HBsAg) > 6 months** Serum hepatitis B virus (HBV) deoxyribonucleic acid (DNA) 20,000 IU/ml (105 copies/ml), lower values 2,000-20,000 IU/ml (104-105 copies/ml) are often seen in hepatitis B e antigen (HBeAg)-negative chronic hepatitis B** Persistent or intermittent elevation in alanine aminotransferase (ALT)/aspartate aminotransferase (AST) levels** Liver biopsy showing chronic hepatitis with moderate or severe necroin?ammation Patients must not have documented evidence of acute hepatitis or have an active or uncontrolled infection Patients with known active hepatitis B or C Patients with known history of hepatitis B surface antigen-positive, or known history or suspected active hepatitis C infection are not to be enrolled in the study Patients with known hepatitis B or hepatitis C are not eligible, regardless of concomitant antiretroviral therapy or current viral load Patients must not have a known history of active hepatitis B infection (defined as presence of hepatitis B surface antigen [Hep B sAg] and/ or Hep B deoxyribonucleic acid [DNA]), active hepatitis C infection (defined as presence of hepatitis C [Hep C] ribonucleic acid [RNA]) and/or known human immunodeficiency virus (HIV) seropositive Patients with treated hepatitis virus infections (hepatitis B or hepatitis C) are eligible if they have been definitively treated for 6 months, have no detectable viral load on quantitative PCR, and liver function tests (LFTs) meet eligibility requirements Patients with clinically important history of liver disease, including viral or other hepatitis or cirrhosis are ineligible Patients with untreated or active hepatitis B or C infection Active hepatitis B or hepatitis C with abnormal liver function tests No history of the following:* Active known or suspected autoimmune disease* Patients with human immunodeficiency virus (HIV) are eligible if the lymphocytes > 350 cluster of differentiation (CD)4+ cells and no detectable viral load* Symptomatic, untreated, or uncontrolled brain metastases present* Active autoimmune colitis * Autoimmune panhypopituitarism * Autoimmune adrenal insufficiency * Known active hepatitis B or C** Hepatitis B can be defined as:*** Hepatitis B surface antigen (HBsAg) > 6 months*** Serum hepatitis B virus (HBV) deoxyribonucleic acid (DNA) 20,000 IU/ml (105 copies/ml), lower values 2,000-20,000 IU/ml (104-105 copies/ml) are often seen in hepatitis B e antigen (HBeAg)-negative chronic hepatitis B*** Persistent or intermittent elevation in alanine aminotransferase (ALT)/alanine aminotransferase (AST) levels*** Liver biopsy showing chronic hepatitis with moderate or severe necroinflammation** Hepatitis C can be defined as:*** Hepatitis C antibody (Ab) positive*** Presence of hepatitis C virus (HCV) ribonucleic acid (RNA)* Known active pulmonary disease with hypoxia defined as:** Oxygen saturation < 85% on room air or** Oxygen saturation < 88% despite supplemental oxygen Evidence of active infection by hepatitis B and/or C; for patients with hepatitis B treated with anti-virals to undetectable viral load, and for patients with hepatitis C with undetectable ribonucleic acid (RNA) levels and no evidence of liver damage, enrollment may be considered and should discuss first with study�s principal investigator Known active hepatitis, type B or C; patients on suppressive therapy with a negative viral load and no evidence of hepatic damage are eligible Patients must not have a known history of human immunodeficiency virus (HIV), hepatitis B, or hepatitis C infection that is untreated and/or with a detectable viral load CLINICAL/LABORATORY CRITERIA: Patients must not have a known history of active hepatitis B or C infection (defined as presence of hepatitis [Hep] B surface antigen [sAg] and/or Hep B deoxyribonucleic acid [DNA] and/or Hep C ribonucleic acid [RNA]); patients must not have a known history of human immunodeficiency virus (HIV) seropositivity Known history of human immunodeficiency virus (HIV), hepatitis B, or hepatitis C infection or known history of tuberculosis Severe, active co-morbidity defined as follows:* Unstable angina and/or congestive heart failure requiring hospitalization within 6 months prior to registration* Transmural myocardial infarction within 6 months prior to registration* Acute bacterial or fungal infection requiring intravenous antibiotics at the time of registration; Note: if the infection resolves and the patient is on oral (p.o.) and still within, the required registration timeframe, then the patient is eligible* Chronic obstructive pulmonary disease exacerbation or other respiratory illness requiring hospitalization or precluding study therapy at the time of registration* Idiopathic pulmonary fibrosis or other severe interstitial lung disease that requires oxygen therapy or is thought to require oxygen therapy within 1 year prior to registration* History of (non-infectious) pneumonitis that required steroids or current pneumonitis* Acquired immune deficiency syndrome (AIDS) based upon current Center for Disease Control and Prevention (CDC) definition; note: human immunodeficiency virus (HIV) testing is not required for entry into this protocol; the need to exclude patients with AIDS from this protocol is necessary because the cisplatin and IMRT involved in this protocol may be significantly immunosuppressive; patients with known HIV, CD4 counts >= 250/uL, and undetectable viral loads who are stable on an antiretroviral regimen may be included* A diagnosis of immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of the MK-3475 (pembrolizumab)* Known history of active TB (Bacillus tuberculosis)* Known active hepatitis B (e.g., hepatitis B surface antigen [HBsAg] reactive) or hepatitis C (e.g., hepatitis c virus [HCV] ribonucleic acid [RNA] [qualitative] is detected); Note: patients who have been curatively treated for hepatitis C and have no detectable viral load are eligible* Active autoimmune disease that has required systemic treatment in the 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 Any evidence of severe or uncontrolled systemic disease, active infection, active bleeding diatheses, or renal transplant, including any patient known to have hepatitis B, hepatitis C, or human immunodeficiency virus (HIV) will be excluded; patients with HIV who have adequate CD4 count, not requiring antiretroviral medication, may be enrolled Hepatitis B or C serologies consistent with past or current infections Patients with known active human immunodeficiency virus (HIV), hepatitis B or hepatitis C infection; patients with a history of hepatitis B or hepatitis C, who are deemed cured and no longer require treatment may be allowed to enroll after consultation with the respective specialist and the study PI No known active hepatitis B or C* Active hepatitis B can be defined as: ** Hepatitis B virus surface antigen (HBsAg) detectable for > 6 months;** Serum hepatitis B virus (HBV) DNA 20,000 IU/ml (105 copies/ml); lower values 2,000-20,000 IU/ml (104-105 copies/ml) are often seen in hepatitis B virus e antigen (HBeAg)-negative chronic hepatitis B** Persistent or intermittent elevation in ALT/AST levels ** Liver biopsy showing chronic hepatitis with moderate or severe necroinflammation* Active hepatitis C can be defined as: ** Hepatitis C antibody (AB) positive AND ** Presence of hepatitis C virus (HCV) RNA Other viral infections* Known to have acute or chronic active hepatitis B or hepatitis C infection* Known to have human immunodeficiency virus (HIV) infection* Prior therapy with viral-based tumor vaccine* Received live vaccine within 28 days prior to enrollment Patients must not have known history of hepatitis B, hepatitis C, human immunodeficiency virus (HIV); the use of physiologic doses of corticosteroids may be approved after consultation with the study chair Other viral infections:* Known to have acute or chronic active hepatitis B or hepatitis C infection* Known to have human immunodeficiency virus (HIV) infection* Prior therapy with viral-based tumor vaccine* Received live vaccine within 28 days prior to enrollment Patients with other viral infections are ineligible:* Known to have acute or chronic active hepatitis B or hepatitis C infection* Known to have human immunodeficiency virus (HIV) infection* Prior therapy with viral-based tumor vaccine* Received live vaccine within 28 days prior to enrollment Patients with known acute or chronic hepatitis B or hepatitis C infection are ineligible Patients with known active hepatitis (i.e. hepatitis B or C)