Inclusion Criteria:

          1. Biopsy proven metastatic melanoma or NSCLC as follows:

               1. Patients with metastatic melanoma must have untreated brain metastases including:

                    -  At least one cerebral metastasis that requires local intervention and is
                       amenable to craniotomy or LITT therapy either due to symptoms, lesion size,
                       location, edema or hemorrhage ("surgical lesion"). Alternatively, a patient
                       may be eligible if a cerebral metastasis was resected or biopsied any time
                       prior to enrollment and there is tumor tissue available for analysis.

                    -  At least one cerebral metastasis that is at least 5 mm AND twice the MRI
                       slice thickness, but less than 20 mm, that is asymptomatic and does not
                       require local therapy at the time of enrollment ("clinically evaluable
                       lesion(s)"). OR

               2. Patients with stage IV NSCLC with at least one cerebral metastasis that is at
                  least 5 mm AND twice the MRI slice thickness, but less than 20 mm, that is
                  asymptomatic and does not require local therapy at the time of enrollment
                  ("clinically evaluable lesion(s)").

          2. Age ≥18

          3. ECOG performance status < 2

          4. Any number of previous treatments with the exception of previous inhibitors of PD-1,
             PD-L1, or PD-L2; other prior systemic therapies must have been administered at least 2
             weeks before administration of MK-3475 with the exception of bevacizumab which must
             have been administered at least 4 weeks prior to MK-3475. Patients are not required to
             have had prior systemic therapy. The exception to this is patients with NSCLC who test
             negative for PD-L1 expression or are unevaluable for PD-L1 expression must have
             received prior platinum-based chemotherapy for entry into Cohort 2. Note: Ipilimumab
             treatment should have been administered at least 4 weeks prior to the start of
             MK-3475.

          5. Life expectancy of at least 3 months

          6. A history of previously treated brain metastases is allowed, provided that at least 14
             days have lapsed between radiation and initiation of MK-3475. Any lesion present at
             the time of WBRT or included in the stereotactic radiotherapy field (or within 2mm of
             the treated lesion) will NOT be considered evaluable unless it is new or documented to
             have progressed since treatment.

          7. PD-L1 expression in tumor tissue from any site is required for patients with NSCLC for
             entry into Cohort 1. Tumor tissue must be obtained after the last systemic therapy.
             PD-L1 expression will be analyzed by a Merck assay. For NSCLC Cohort 2, patients may
             test PD-L1 negative or may be unevaluable for PD-L1 expression (i.e. insufficient
             tumor tissue). PD-L1 expression is not required for patients with melanoma, but
             melanoma patients are required to submit an extra-cerebral specimen for analysis,
             unless it is not feasible to obtain one.

          8. Patients must have normal organ and marrow function as defined per protocol.

          9. For women of childbearing potential, agreement to the use of two acceptable methods of
             contraception, including one barrier method, during the study and for 6 months after
             discontinuation of MK-3475.

         10. For men with female partners of childbearing potential, agreement to use a latex
             condom, and to advise their female partner to use an additional method of
             contraception during the study and for 6 months after discontinuation of MK-3475.

         11. Negative serum or urine pregnancy test within 72 hours of commencement of treatment in
             premenopausal women.

         12. Patients must have the ability to understand and the willingness to sign a written
             informed consent document.

        Exclusion Criteria:

          1. Symptomatic brain metastases. Symptoms may be present from the surgical lesion prior
             to resection or LITT but must have resolved by the time of administration of study
             drug.

          2. Patients with brain metastases for whom complete surgical resection is clinically
             appropriate.

          3. Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy to
             the lung or brain within 2 weeks prior to study Day 1 or who has not recovered (i.e.,
             ≤ Grade 1 or at baseline) from adverse events due to a previously administered agent.
             Previous radiation to other sites may be completed at any time prior to initiation of
             MK-3475.

               1. Note: If subject received major surgery, they must have recovered adequately from
                  the toxicity and/or complications from the intervention prior to starting
                  therapy.

               2. Note: Toxicity that has not recovered to ≤ Grade 1 is allowed if it meets the
                  inclusion requirements for laboratory parameters.

          4. Has had prior treatment with any other anti-PD-1 or PD-L1 or PD-L2 agent or an
             antibody targeting other immune-regulatory receptors or mechanisms. Examples of such
             antibodies include (but are not limited to) antibodies against IDO, PD-L1, IL-2R,
             GITR. Prior ipilimumab, IL2, bevacizumab and adoptive cell therapy is allowed.

          5. The use of corticosteroids to control cerebral edema or treat neurologic symptoms will
             not be allowed, and patients who previously required corticosteroids for symptom
             control must be off steroids for at least 2 weeks. Low-dose steroid use (≤10 mg of
             prednisone or equivalent) as corticosteroid replacement therapy is allowed

          6. Has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to agents
             administered more than 4 weeks earlier.

          7. Presence of leptomeningeal disease

          8. Has an active automimmune 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. Subjects with vitiligo or
             resolved childhood asthma/atopy would be an exception to this rule. Subjects that
             require intermittent use of inhaled steroids or local steroid injections would not be
             excluded from the study. Subjects with hypothyroidism stable on hormone replacement or
             Sjorgen's syndrome will not be excluded from the study.

          9. Pregnancy or breast feeding. Should a woman become pregnant or suspect she is pregnant
             while participating in this study, she should inform her treating physician
             immediately.

             Because there is an unknown but potential risk for adverse events in nursing infants
             secondary to treatment of the mother with MK-3475, breastfeeding must be discontinued
             if the mother is treated with MK-3475.

         10. Patients may not be receiving any other investigational agents and may not have
             participated in a study of an investigational agent or using an investigational device
             within 4 weeks of the first dose of treatment.

         11. Either a concurrent condition (including medical illness, such as active infection
             requiring treatment with intravenous antibiotics or the presence of laboratory
             abnormalities) or history of a prior condition that places the patient at unacceptable
             risk if he/she were treated with the study drug or a medical condition that confounds
             the ability to interpret data from the study.

         12. Concurrent, active malignancies in addition to those being studied (other than
             cutaneous squamous cell carcinoma or basal cell carcinoma)

         13. Any contraindication to MRI (i.e. patients with pacemakers or other metal implanted
             medical devices). An MRI safety questionnaire is required prior to MR imaging.

         14. Has a history of (non-infectious) pneumonitis that required steroids or current
             pneumonitis

         15. Has a known Human Immunodeficiency Virus (HIV), Hepatitis B (HBV), or Hepatitis C
             (HCV) infection.

         16. Has received a live vaccine within 30 days prior to the first dose of trial treatment.

         17. Evidence of interstitial lung disease