-  INCLUSION CRITERIA:

          -  Histologically or cytologically confirmed, inoperable or unresectable, locally
             advanced, or metastatic NSCLC or esophageal cancers including Seiwert-Stein Type I and
             Type II gastro-esophageal junction (GEJ) carcinomas, or MPM.

          -  NSCLC patients with no prior systemic treatment or those with prior first line
             treatment including an immune checkpoint inhibitor, are eligible for study.

          -  Patients with esophageal and gastro-esophageal junction (GEJ) cancers are potentially
             eligible for study if they have received or refused first line standard of care
             cytotoxic therapy, and subsequent targeted therapy if appropriate.

          -  Patients with MPM are eligible for study if they have received, refused or are
             ineligible for first line chemotherapy.

          -  Patients who received DNA demethylating agents or PD-1/PD-L1 inhibitors for another
             malignancy may be eligible for study if there were no dose-limiting immune related
             events, and there has been either no clinical evidence of disease or minimal residual
             disease that has been stable for at least three years.

          -  Patients must have analysis of PD-L1 expression in cancer cells quantitated by
             immunohistochemistry analysis.

               -  Patients in Cohort 1 (Dose Escalation) may have any level of expression.

               -  Patients in Cohort 2 (Dose Exoansion: NSCLC with high PD-L1) must have greater
                  than or equal to 50% expression in cancer cells.

               -  Patients in Cohort 3 (Dose Expansion: NSCLC with low PD-L1) must have 0-49%
                  expression. Note: Patients in this cohort must have been offered and refused
                  standard of care platinum-based chemotherapy

               -  Patients in Cohort 4 (Dose Expansion: EsC) may have any level of expression.

               -  Patients in Cohort 5 (Dose Expansion: MPM) may have any level of expression.

          -  Measurable disease, per RECIST 1.1.

          -  Willingness to undergo tumor biopsies if safely accessible per PI discretion before
             and after treatment.

          -  Age greater than or equal to 18 years. Because no dosing or adverse event data are
             currently available on the use of Decitabine (DAC) and Tetrahydrouridine (THU) in
             combination with Pembrolizumab in patients <18 years of age, children are excluded
             from this study, but will be eligible for future pediatric trials.

          -  ECOG performance status of less than or equal to 2

          -  Patients must be without evidence of unstable or decompensated myocardial disease; and
             must have adequate pulmonary reserve evidenced by FEV1 and DLCO greater than or equal
             to 35% predicted; oxygen saturation equal to or greater than 90% on room air by pulse
             oximetry or ABG (to be drawn if pulse oximetry < 90% on room air)

          -  No immunosuppressive medications except non-systemic corticosteroids

          -  Patients must have normal organ and marrow function as defined below:

               -  leukocytes greater than or equal to 3,000/mcL

               -  absolute neutrophil count greater than or equal to 1,500/mcL (without transfusion
                  or cytokine support)

               -  absolute lymphocyte count greater than or equal to 800/mcL

               -  platelets greater than or equal to 100,000/mcL

               -  PT no more than 2 seconds above the ULN

               -  total bilirubin < 1.5 X institutional upper limit of normal OR direct bilirubin
                  less than or equal to ULN for patients with total bilirubin > 1.5 ULN

               -  serum albumin greater than or equal to 2.0 mg/dL

               -  AST(SGOT)/ALT(SGPT) less than or equal to 2.5 X institutional ULN

               -  creatinine less than or equal to 1.6 mg/ml OR creatinine clearance (eGFR) greater
                  than or equal to 60 mL/min/1.73 m^2 for patients with creatinine levels above
                  institutional normal at the time DAC-THU and pembrolizumab treatment commences.

          -  Patients with history of brain metastases except those with meningeal carcinomatosis
             or leptomeningeal disease may be eligible for treatment a minimum of 1 week following
             completion of gamma knife or whole brain radiotherapy, or 4 weeks following surgical
             resection of brain metastasis provided post-treatment MR scan reveals no evidence of
             active disease, and no ongoing need for systemic steroids.

          -  Patients with laboratory evidence of autoimmune disease (e.g. positive ANA or lupus
             anticoagulant) without associated symptoms; vitiligo, or mild autoimmunity not
             impacting the function of organs, such as Hashimoto or psoriasis may be eligible for
             study.

          -  The effects of DAC-THU and pembrolizumab on the developing human fetus are unknown.
             For this reason and because antineoplastic agents as well as other therapeutic agents
             used in this trial are known to be teratogenic, women of child-bearing potential and
             men must agree to use adequate contraception (hormonal or barrier method of birth
             control; abstinence) prior to study entry, for the duration of study participation and
             for 60 days after completion of the study treatment. Should a woman become pregnant or
             suspect she is pregnant while she or her partner is participating in this study, she
             should inform her treating physician immediately.

          -  Ability of subject to understand and the willingness to sign a written informed
             consent document.

        EXCLUSION CRITERIA:

          -  Patients with cancers harboring any targetable mutation for which there is approved
             first or second line therapy, unless standard care of therapy refused.

          -  Clinically significant cardiovascular / cerebrovascular disease as follows: cerebral
             vascular accident / stroke (< 6 months prior to enrollment), myocardial infarction (<
             6 months prior to enrollment), unstable angina, congestive heart failure (New York
             Heart Association Classification Class greater than or equal to II), serious cardiac
             arrhythmia, clinically significant bleeding or clinically significant pulmonary
             embolism

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

          -  Human immunodeficiency virus (HIV) or acquired immunodeficiency syndrome
             (AIDS)-related illness due to unknown effects of DAC-THU on systemic immunity.

          -  Other active infection requiring systemic therapy.

          -  Pregnant women are excluded from this study because DAC-THU may have the potential for
             teratogenic or abortifacient effects. Because there is an unknown but potential risk
             for adverse events in nursing infants secondary to treatment of the mother with
             DACTHU, breastfeeding should be discontinued if the mother is treated with DAC-THU.
             These potential risks may also apply to other agents used in this study

          -  Other severe acute or chronic medical or psychiatric conditions or laboratory
             abnormality that may increase the risk associated with study participation or study
             drug administration, or may interfere with the interpretation of study results, and in
             the judgment of the investigator would make the patient inappropriate for entry into
             this study.

          -  Patients who are receiving systemic corticosteroids.

          -  Patients with history of or active autoimmune disease including thyroiditis, colitis,
             nephritis, neuropathy or pneumonitis.

          -  Patients receiving another investigational agent.

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

          -  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.

          -  Psychiatric or substance abuse disorders that would interfere with cooperation with
             the requirements of the trial.

          -  Thrombocytosis defined as platelet count >1,200,000/mcL.