Main Inclusion Criteria

          -  Stage IV or unresectable stage III malignant melanoma or renal cell carcinoma.

          -  Melanoma

               -  Patients must have failed anti-PD-1/PD-L1 antibody therapy.

               -  Patients must have failed ipilimumab or be intolerant of ipilimumab and therefore
                  unable to receive ipilimumab.

               -  Patients may, but are not obligated, to have failed high- dose IL2.

               -  BRAF status must be known or unable to be performed. If the melanoma expresses a
                  BRAF mutation of V600E, V600K, or V600R patient must have received and progressed
                  through a BRAF inhibitor or have failed that therapy due to toxicity.

          -  Renal Cell Carcinoma

               -  Patients must have failed anti-PD-1/PD-L1 antibody therapy.

               -  Patients must have failed a VEGF pathway inhibitor and a second tyrosine kinase
                  inhibitor.

               -  Patients may, but are not obligated, to have failed high- dose IL2.

          -  Measurable disease based upon RECIST 1.1.

          -  Subjects with brain metastases will be eligible if the following are true:

          -  Subjects with ≤ 3 brain metastases

               -  All metastases are ≤ 3 cm

               -  All metastases have been treated and are asymptomatic

               -  Steroids are not required for management of the brain metastases

               -  All metastases have been stable for 1 month following treatment

          -  Subjects with > 3 brain metastases

               -  All metastases are ≤ 3 cm

               -  All metastases have been treated and are asymptomatic

               -  Steroids are not required for management of the brain metastases

               -  All metastases have been stable for 6 months following treatment

          -  Performance status: ECOG 0-1.

          -  Adequate organ function.

          -  Ability to provide informed consent.

        Main Exclusion Criteria:

          -  Pregnancy

          -  Currently participating and receiving study therapy or has participated in a study of
             an investigational agent and received study therapy or used an investigational device
             within 4 weeks of the first dose of treatment.

          -  Has a diagnosis of primary or secondary immunodeficiency or is receiving systemic
             steroid therapy or any other form of immunosuppressive therapy within 3 weeks prior to
             the first dose of trial treatment. Replacement doses of steroids are permitted.

          -  Known history of active TB (Bacillus Tuberculosis)

          -  Hypersensitivity to pembrolizumab or any of its excipients.

          -  Known additional malignancies (exceptions DCIS or LCIS, basal cell carcinoma of the
             skin, squamous cell carcinoma of the skin, or in situ cervical cancer that has
             undergone potentially curative therapy).

          -  Prior anti-cancer monoclonal antibody (mAb) within 3 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 3 weeks earlier.

          -  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.

          -  Known carcinomatous meningitis.

          -  Active autoimmune disease that has required systemic treatment in the past 2 years.
             Patients may be eligible if they have the following autoimmune diseases: thyroiditis
             or hypothyroidism, mild arthritis, diabetes, resolved hypophysitis, ulcerative colitis
             after total abdominal colectomy.

          -  Active infection requiring systemic therapy.

          -  Known psychiatric or substance abuse disorders.

          -  Known history of Human Immunodeficiency Virus (HIV).

          -  Known active Hepatitis B virus (HBV) or Hepatitis C virus (HCV).

          -  Has received a live vaccine within 30 days of planned start of study therapy.

          -  Severe chronic pulmonary disease.

          -  Congestive heart failure, angina, or symptomatic cardiac arrhythmia or is classified
             according to the New York Heart Association classification as having Class III or IV
             heart disease.

          -  History of (non-infectious) pneumonitis that required steroids or current pneumonitis.