Inclusion Criteria:

          -  Histological confirmation of supratentorial glioblastoma (also known as astrocytoma
             grade IV, gliosarcoma)

          -  Neoadjuvant patients only: Have an enhancing mass on magnetic resonance imaging (MRI)
             amenable to > 90% resection of contrast-enhancing tumor (as determined by the
             neurosurgeon pre-operatively) and histological diagnosis of glioblastoma from a prior
             biopsy or surgery

               -  NOTE: Biopsy or subtotal resection must have been =< 43 days prior to
                  registration

          -  Neoadjuvant patients only: Willing to undergo craniotomy and resection of their
             glioblastoma at Mayo Clinic in Rochester, Minnesota (MN)

          -  Adjuvant patients only: Must have undergone craniotomy and resection of their
             glioblastoma =< 6 weeks prior to registration

          -  Eastern Cooperative Oncology Group (ECOG) performance status (PS) of 0 or 1

          -  Absolute neutrophil count (ANC) >= 1500/mm^3 (obtained =< 28 days prior to
             registration)

          -  Platelet count >= 100,000/mm^3 (obtained =< 28 days prior to registration)

          -  Hemoglobin >= 9.0 g/dL without transfusion or erythropoietin (EPO) dependency (=< 7
             days prior to assessment) (obtained =< 28 days prior to registration)

          -  Prothrombin time (PT) =< 1.5 x upper limit of normal (ULN) unless patient is receiving
             anticoagulant therapy and PT or partial prothrombin time (PTT) is within therapeutic
             range of intended use of coagulants (obtained =< 28 days prior to registration)

          -  Activated partial thromboplastin time (aPTT) =< 1.5 x ULN unless patient is receiving
             anticoagulant therapy and PT or PTT is within therapeutic range of intended use of
             coagulants (obtained =< 28 days prior to registration)

          -  Albumin >= 2.5 mg/dL (obtained =< 28 days prior to registration)

          -  Total bilirubin =< 1.5 x ULN OR direct bilirubin =< ULN for patients with total
             bilirubin levels > 1.5 x ULN (obtained =< 28 days prior to registration)

          -  Aspartate transaminase (AST) AND alanine transaminase (ALT) =< 2.5 x ULN (obtained =<
             28 days prior to registration)

          -  Creatinine =< 1.0 x ULN OR measured or calculated creatinine clearance (per
             institutional standard) must be >= 60 ml/min (obtained =< 28 days prior to
             registration)

          -  Negative pregnancy test done =< 7 days prior to registration, for persons of
             childbearing potential only (POCBP)

               -  NOTE: Serum or urine pregnancy test allowed; if urine test is positive or cannot
                  be confirmed as negative, a serum pregnancy test will be required

          -  POCBP must be willing to use adequate contraception starting with first dose through
             120 days after last dose

          -  Provide written informed consent

          -  Willing to return to enrolling institution for follow-up (during the active monitoring
             phase of the study)

               -  Note: During the active monitoring phase of a study (i.e., active treatment and
                  observation), participants must be willing to return to the consenting
                  institution for follow-up

          -  Willing to provide tissue and blood samples for correlative research purposes

        Exclusion Criteria:

          -  Any of the following because this study involves an investigational agent whose
             genotoxic, mutagenic and teratogenic effects on the developing fetus and newborn are
             unknown:

               -  Pregnant persons

               -  Nursing persons

               -  Persons of childbearing potential who are unwilling to employ adequate
                  contraception

          -  Neoadjuvant patients only: Signs or symptoms of life-threatening raised intracranial
             pressure: as defined by the treating neurosurgeon, including severe headache, nausea,
             decreasing level of consciousness, precluding 4-7 day delay in scheduling neurosurgery

          -  Co-morbid systemic illnesses or other severe concurrent disease which, in the judgment
             of the investigator, would make the patient inappropriate for entry into this study or
             interfere significantly with the proper assessment of safety and toxicity of the
             prescribed regimens

          -  Immunocompromised patients and patients known to be human immunodeficiency virus (HIV)
             positive and currently receiving antiretroviral therapy

          -  Uncontrolled intercurrent illness including, but not limited to, ongoing or active
             infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac
             arrhythmia, or psychiatric illness/social situations that would limit compliance with
             study requirements

          -  Receiving any other investigational agent which would be considered as a treatment for
             the primary neoplasm

          -  Other active malignancy =< 5 years prior to registration

               -  EXCEPTIONS: Non-melanotic skin cancer or carcinoma-in-situ of the cervix

               -  NOTE: If there is a history or prior malignancy, the patient must not be
                  receiving other specific treatment for their cancer

          -  History of myocardial infarction =< 6 months prior to registration, or congestive
             heart failure requiring use of ongoing maintenance therapy for life-threatening
             ventricular arrhythmias

          -  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; NOTE: 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

          -  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)

          -  Known history of active TB (Bacillus tuberculosis)

          -  Received a live vaccine =< 30 days prior to registration

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

          -  Hypersensitivity to pembrolizumab or any of its excipients

          -  Received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent

          -  Received or planning to receive Optune device