Inclusion Criteria:

          -  Be able to give written IRB approved informed consent and be able to follow protocol
             requirements.

          -  Be greater than or equal to 18 years of age on day of signing informed consent.

          -  Has a performance status of 0 or 1 on the ECOG Performance Scale

          -  Has histologically confirmed urothelial carcinoma of the bladder; those with mixed
             histology, including a component of urothelial carcinoma, are eligible. Pure small
             cell carcinoma, pure adenocarcinoma, and pure squamous cell carcinoma are excluded.

          -  Has clinical stage T2-T4a N0/X M0 urothelial carcinoma. Clinical T stage is based on
             the pre-study standard of care transurethral resection of the bladder tumor (TURBT)
             sample and imaging studies.

          -  Has staging scans with abdominal/pelvic CT or MRI scan and CT scan or x-ray of the
             chest within 4 weeks prior to treatment initiation

          -  Be a medically appropriate candidate for radical cystectomy as determined by an
             attending urologist and be planning to receive cystectomy.

          -  Has had no prior systemic cytotoxic chemotherapy for urothelial carcinoma (prior
             intravesicular chemotherapies are permitted)

          -  Patients must have tumor tissue from transurethral resection of the bladder tumor
             (TURBT) available for submission that is sufficient for correlative testing, and agree
             to submission of a paraffin block or 20 formalin-fixed paraffin embedded (FFPE) slides
             of 5-10 microns in thickness. Patients must also agree to submission of tissue from
             cystectomy.

          -  Demonstrate adequate organ function as defined in the table below; all screening labs
             should be performed within 10 days of treatment initiation.

        Hematological Absolute neutrophil count (ANC) ≥1,500 /mcL Platelets ≥100,000 / mcL
        Hemoglobin ≥9 g/dL or ≥5.6 mmol/L without transfusion or EPO dependency (within 7 days of
        assessment) Renal Serum creatinine OR Measured or calculated creatinine clearance (CrCL;
        GFR can also be used in place of creatinine or CrCl) ≤1.5 X upper limit of normal (ULN) OR

        ≥60 mL/min for subject with creatinine levels > 1.5 X institutional ULN (Creatinine
        clearance should be calculated per CKD-EPI equation.) Hepatic Serum total bilirubin ≤ 1.5 X
        ULN (≤ 3 X ULN if Gilbert's Syndrome) OR Direct bilirubin ≤ ULN for subjects with total
        bilirubin levels > 1.5 ULN AST (SGOT) and ALT (SGPT) ≤ 2.5 X ULN Coagulation International
        Normalized Ratio (INR) or Prothrombin Time (PT)

        Activated Partial Thromboplastin Time (aPTT) ≤1.5 X ULN unless subject is receiving
        anticoagulant therapy. If subject receiving anticoagulants, PT or PTT should be within
        therapeutic range of intended use of anticoagulants

          -  Female subjects of childbearing potential should have a negative urine or serum
             pregnancy within 72 hours prior to receiving the first dose of pembrolizumab.

          -  Female subjects of childbearing potential should be willing to use 2 methods of birth
             control or be surgically sterile, or abstain from heterosexual activity for the course
             of the study through 120 days after the last dose of study medication Subjects of
             childbearing potential are those who have not been surgically sterilized or have not
             been free from menses for > 1 year. The two birth control methods can be composed of:
             two barrier methods or a barrier method plus a hormonal method to prevent pregnancy.
             Subjects should start using birth control from the screening visit and continue
             throughout the study period up to 120 days after the last dose of study therapy.

        The following are considered adequate barrier methods of contraception: diaphragm, condom
        (by the partner), copper intrauterine device, sponge, or spermicide. Appropriate hormonal
        contraceptives will include any registered and marketed contraceptive agent that contains
        an estrogen and/or a progestational agent (including oral, subcutaneous, intrauterine, or
        intramuscular agents).

          -  Male subjects should agree to use an adequate method of contraception starting with
             the first dose of study therapy through 120 days after the last dose of study therapy.

          -  Life expectancy greater than 3 months

          -  Consents to whole blood collection prior to initiating therapy and at cystectomy for
             support of correlative research studies

        Exclusion Criteria:

        The subject must be excluded from participating in the trial if the subject meets any of
        the following:

          -  Is currently participating in or has participated in a study of an investigational
             agent or using an investigational device within 4 weeks of the first dose of
             pembrolizumab.

          -  Has 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 trial
             treatment. NOTE: see exception to use of systemic steroid as prophylactic anti-emetic
             prior to cisplatin in section 4.2.2. Inhaled and topical steroids are allowed.

          -  Has a known history of active TB (Bacillus Tuberculosis)

          -  Hypersensitivity to pembrolizumab or any of its excipients.

          -  Has had a prior monoclonal antibody within 4 weeks prior to study Day 1 or who has not
             recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to agents
             administered more than 4 weeks earlier.

          -  Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy
             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.

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

          -  Has a known additional malignancy that is progressing or requires active treatment.
             Exceptions include basal cell carcinoma of the skin, squamous cell carcinoma of the
             skin, or in situ cervical cancer that has undergone potentially curative therapy.

          -  Has 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 (eg., thyroxine, insulin, or physiologic corticosteroid
             replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a
             form of systemic treatment.

          -  Has evidence of interstitial lung disease or active, non-infectious pneumonitis.

          -  Has an active infection requiring systemic therapy

          -  Has a history or current evidence of any condition, therapy, or laboratory abnormality
             that might confound the results of the trial, interfere with the subject's
             participation for the full duration of the trial, or is not in the best interest of
             the subject to participate, in the opinion of the treating investigator.

          -  Has known psychiatric or substance abuse disorders that would interfere with
             cooperation with the requirements of the trial

          -  Is pregnant or breastfeeding, or expecting to conceive or father children within the
             projected duration of the trial, starting with the pre-screening or screening visit
             through 120 days after the last dose of trial treatment.

          -  Has received prior therapy with an anti-PD-1, anti-PD-L1, anti-PD-L2, anti-CD137, or
             anti-Cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including
             ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation
             or checkpoint pathways)

          -  Has received prior radiation therapy to the bladder for the purpose of treating
             urothelial carcinoma

          -  Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies)

          -  Has known active Hepatitis B (e.g., HBsAg reactive) or Hepatitis C (e.g., HCV RNA
             [qualitative] is detected).

          -  Has clinically relevant hearing impairment > Grade 2

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