In the dose expansion cohort patients should be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion (pre-treatment) and a post-induction period biopsy; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; patients for whom newly-obtained samples cannot be provided (e.g., inaccessible, subject safety concern, or unwilling to undergo biopsy) may submit an archived specimen only upon agreement from the sponsor; post-induction\r\nbiopsy will be collected at the end of the Induction period, approximately 12 weeks from the start of study treatment (sometime between cycle 4 day 15 – cycle 4 day 21, prior to the re-staging scan) Able to provide tissue from a newly obtained core or excisional biopsy of a chest wall tumor lesion; newly-obtained is defined as a specimen any time after the last systemic or local therapy utilized to treat the disease; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the study chair Be willing to provide tissue from a newly obtained core needle or excisional biopsy; newly-obtained is defined as a specimen obtained up to and including 90 days prior to treatment day 1; subjects for whom newly obtained samples cannot be provided may be enrolled only with agreement by the overall principal investigator (PI) If tumor is accessible and outside the field of radiation, the participant must be willing to undergo a research biopsy at baseline and around their second cycle of pembrolizumab; participants for whom newly-obtained samples cannot be provided (e.g. inaccessible or safety concern) must be willing to submit an archival specimen Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 30 days prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the principal investigator Be required to provide tissue from a newly obtained biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to study registration; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from principal investigator (PI) Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion. Newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1. Participants for whom newly-obtained samples cannot be provided (e.g. inaccessible or participant safety concern) may submit an archived specimen only upon agreement from the Sponsor Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion (phase II dose expansion cohort only); newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the Sponsor Have submitted an evaluable tissue sample for biomarker analysis from a newly obtained core, incisional, or excisional biopsy of a tumor lesion not previously irradiated. The tumor tissue submitted for analysis must be from a single tumor tissue specimen and of sufficient quantity and quality to allow biomarker study. A newly obtained tumor specimen, defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1, for biomarker characterization will be required for enrollment of all subjects. Tissue from tumor progressing at a site of prior radiation may be allowed for biomarker characterization upon agreement from Merck. Subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the Merck. In addition, patients enrolled on the clinical trial must be willing and able to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; patients for whom newly obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor Be willing to provide tissue from archival biopsy tissue or newly obtained excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1 Have biopsiable disease; be willing to provide tissue from a newly obtained biopsy of a tumor lesion; newly obtained is defined as a specimen obtained up to 28 days prior to initiation of treatment on day 1 Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion. Newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1. Subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen. Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion. Newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1. Subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen. Willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion in appropriate low risk cutaneous lesions\r\n* NOTE: if the tissue biopsy is deemed to be of increased risk for the patient, the biopsy should not be performed and is optional\r\n* NOTE: newly-obtained is defined as a specimen obtained up to 42 days prior to registration where no anti-cancer therapy after the specimen was obtained and registration Patients should be willing to provide a newly obtained fresh core biopsy of a tumor lesion. Not required if there is a recently obtained fresh specimen on an Institutional Review Board (IRB) approved correlated trial up to 6 weeks (42 days) prior to initiation of treatment on day 1. Adequate tissue specimens for correlative biomarker analysis; the patient should be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to120 days prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the principal investigator Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion. Newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1. Subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen or leukemic blood sample, only upon written agreement from the study principle investigator (PI) Archived or newly obtained tumor material Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor-investigator Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor Participants in cohorts B-D must be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen within 4 weeks to initiation of treatment and AFTER the last dose of any prior therapy Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1 Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion from a metastatic site; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from Merck; the specimen must be from a biopsy site that would be accessible for at least one subsequent biopsy after initiation on the trial Participant must be willing to undergo core or excisional biopsy of a tumor lesion within 4 weeks (28 days) prior to initiation of treatment on day 1 and, after 3 cycles of study treatment; participants for whom newly obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the principal investigator Be willing to provide archival or fresh tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 4 weeks (28 days) prior to initiation of treatment on day 1; subjects from whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the principal investigator Be willing to provide tissue from a newly obtained bone marrow aspirate and/or biopsy; newly-obtained is defined as a specimen obtained up to 28 days prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g., inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the principal investigator (PI) Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the PI or designee Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion or ascites or plural effusions via paracentesis or thoracentesis; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement of the investigator Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained for up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the Sponsor; an optional core biopsy will be requested from an accessible metastatic site after 2 cycles of treatment Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived sample In addition, patients enrolled on the phase 1 dose escalation, phase 1 expansion or phase II trial must be willing and able to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 3 months prior to initiation of treatment on day 1, and must be obtained after most recent treatment; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor) Be willing to provide tissue from a recently obtained core or excisional biopsy of a tumor lesion. Newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on Day -7. Subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from Sanford Research. Patient must be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 months (168 days) prior to initiation of treatment on day 1; archived specimen can be used for subjects in whom newly-obtained samples cannot be provided Patients must be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 12 weeks (84 days) prior to date of signing consent; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor; at least 4 mm of tumor tissue will be needed for programmed cell death-ligand (PD-L1) staining Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 10 weeks (70 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen (if available from prior biopsy) only upon agreement from the sponsor Be willing to provide tissue from a newly obtained oral biopsy Be willing to provide tissue from a newly obtained transurethral resection of bladder tumor (TURBT) or biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 8 weeks (56 days) prior to initiation of treatment on say 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 10 weeks (70 days) before initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor or may undergo fine needle aspiration Be willing to provide either archived tumor tissue or tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1 Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the study principle investigator (PI) Willing to provide a sample from a recently obtained (within 42 days prior to initiation of day 1) biopsy of a tumor lesion;\r\n* If recently-obtained samples are unavailable an archived metastatic specimen not previously irradiated may be submitted upon agreement from the study principal investigator (PI) Willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up-to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the study principal investigator (PI) If an archived tumor tissue is available, be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1 of RT Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor Be willing to provide tissue from a newly obtained biopsy of a tumor lesion, most commonly an esophagogastroduodenoscopy (EGD) biopsy from the esophagus; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor; please note, patients may not initiate therapy until the biopsy specimen is received at the Dana-Farber Cancer Institute Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion; newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1; subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen only upon agreement from the sponsor and primary investigator