-  INCLUSION CRITERIA:

          -  Patients must have a diagnosis of B-cell lymphoma confirmed by Laboratory of
             Pathology, NCI, that is relapsed from or refractory to prior therapy as follows:

               -  Cohort 1: B-cell lymphoma, unclassifiable, with features intermediate between
                  diffuse large B-cell lymphoma and classical Hodgkin lymphoma (i.e., Gray-zone
                  lymphoma or GZL)

               -  Cohort 2: Extranodal diffuse large B-cell lymphoma involving one or more of the
                  specified extranodal sites (i.e., extranodal DLBCL). The following subtypes are
                  included (they do not have to be confirmed as non-GCB subtype for study entry):

                    -  Primary CNS lymphoma (PCNSL)

                    -  Primary testicular lymphoma (PTL)

                    -  Primary breast lymphoma (PBL)

                    -  Primary cutaneous DLBCL, leg-type

                    -  Intravascular large B-cell lymphoma (IVBCL)

                    -  Diffuse large B-cell, NOS, activated B-cell type, involving 1 or more
                       extranodal site

        NOTE: For GZL, diagnosis will be in accordance with the 2016 World Health Organization
        classification of lymphoid malignancies. Patients diagnosed with other extranodal DLBCL
        subtypes or that are not otherwise specified (NOS) must involved at least 1 extranodal site
        and must be considered non-GCB by local immunohistochemistry algorithms. Cases that are
        non-GCB by the Hans criteria are considered eligible as well as cases of DLBCL that are
        both CD10+ and MUM1+.

          -  Evaluable disease by clinical exam (i.e., palpable lymphadenopathy, measurable skin
             lesions, etc.), laboratory assessment (i.e., lymphoma involvement of bone marrow or
             peripheral blood by morphology, cytology or flow cytometry), and/or imaging
             (measurable lymph nodes or masses on CT or MRI and/or evaluable FDG-avid lesions on
             PET)

          -  Adequate tumor tissue (archival or fresh) must be available for correlative studies.
             NOTE: Tumor tissue may be from any previously collected tissue and adequacy is at the
             discretion of the Principal Investigator. If prior tissue is not available, patient
             must be willing to undergo baseline tumor biopsy.

          -  Be 18 years of age or older on day of signing informed consent

          -  Adequate performance status (PS) as follows:

               -  Patients greater than or equal to 18 years must have ECOG 0-1 (and Karnofsky
                  greater than or equal to 60%)

        NOTE: Patients greater than or equal to 18 years with an ECOG PS of 2 and Karnofsky greater
        than or equal to 60 will be considered eligible at the discretion of the Principal
        Investigator if decreased ECOG performance status is felt to be related to residual
        neurologic deficits caused by CNS disease involvement that are not progressive or
        anticipated to cause clinical managemnt problems during study participation.

        - Adequate organ function as evidenced by the following laboratory parameters (unless
        related to lymphoma infiltration at the discretion of the investigator):

          -  Absolute neutrophil count (ANC) greater than or equal to 750 /mcL

          -  Platelets greater than or equal to 50,000 / mcL (transfusions not permitted)

          -  Hemoglobin greater than or equal to 9 g/dL (transfusions permitted)

          -  Serum creatinine: Adults: less than or equal to 1.5 times upper limit of normal (ULN).
             Children: age greater than or equal to 14: less than or equal to 1.5 mg/dL OR Measured
             or calculated creatinine clearance (GFR can also be used in place of creatinine or
             CrCl):

        Greater than or equal to 30 mL/min/1.73 m(2) for subject with creatinine levels > 1.5 times
        institutional ULN (CrCl should be calculated per institutional standard)

        --Serum total bilirubin less than or equal to 1.5 times ULN

        OR

        Direct bilirubin less than or equal to ULN for patients with total bilirubin levels > 1.5
        ULN

          -  AST (SGOT) and ALT (SGPT) less than or equal to 3 times ULN (less than or equal to 5 X
             ULN if liver involvement)

             - The effects of pembrolizumab on the developing human fetus are unknown. For this
             reason, the following measures apply:

          -  Women of childbearing potential must have a negative serum or urine pregnancy test
             within 72 hours prior to the first dose of pembrolizumab.

          -  Men and women of childbearing potential (WOCBP) who are sexually active must agree to
             adequate contraception (hormonal or barrier method of birth control; abstinence) prior
             to study entry, for the duration of study participation, and for at least 120 days
             after the last dose of pembrolizumab. 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.

          -  Participants must not be planning to conceive or father children within the projected
             duration of the trial, starting with the pre-screening/screening visit through 120
             days after the last dose of pembrolizumab.

          -  WOCBP is defined as any female who has experienced menarche and who has not undergone
             successful surgical sterilization or who is not postmenopausal.

               -  Ability of patient or Legally Authorized Representative (LAR) to understand and
                  the willingness to sign a written informed consent document

        EXCLUSION CRITERIA:

          -  Patients with DLBCL who best fit the criteria of EBV+ DLBCL, NOS are not eligible

          -  Current or prior anti-cancer treatment prior to the first dose of pembrolizumab as
             defined below:

               -  Chemotherapy, targeted small molecule therapy, or other anti-cancer treatment not
                  otherwise specified below within 2 weeks

               -  Radiation therapy within 2 weeks

               -  Anti-cancer monoclonal antibody (mAb) treatment within 4 weeks

               -  Use of an investigational agent (e.g., biologic, drug, or other) within 4 weeks

               -  Allogeneic stem cell transplant within 100 days

               -  Prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent at any time

          -  No current use of systemic corticosteroids at physiologic doses > 10 mg/day of
             dexamethasone or equivalent are permitted. Patients receiving current systemic
             steroids must be on a stable steroid dose (i.e., less than or equal to 10 mg/day of
             dexamethasone or equivalent at the same dose for at least 7 days). Patients who
             recently discontinued systemic steroids must have completed them at least 7 days prior
             to entry.

          -  Uncontrolled intercurrent illness including, but not limited to the following that may
             limit interpretation of results or that could increase risk to the patient at the
             discretion of the investigator:

               -  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.

               -  History of (non-infectious) pneumonitis that required steroids, evidence of
                  interstitial lung disease or active, non-infectious pneumonitis.

          -  Clinically significant history of liver disease, including viral or other hepatitis,
             current alcohol abuse, or cirrhosis; as well as active infection with HBV or HCV:

             ---Patients with occult or prior HBV infection (defined as positive total hepatitis B
             core antibody [HBcAb] and negative HBsAg) may be included if HBV DNA is undetectable.

               -  Uncontrolled and/or symptomatic thyroid disease

               -  Active graft-vs-host disease (GVHD) requiring treatment or any history of greater
                  than or equal to grade II acute GVHD

               -  Seizure activity within the past 4 weeks

               -  Known mental or physical illness that would interfere with cooperation with the
                  requirements of the trial or confound the results or interpretation of the
                  results of the trial and, in the opinion of the treating investigator, would make
                  the patient inappropriate for entry into the study.

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

          -  Received a live vaccine within 30 days of planned start of study therapy. NOTE:
             Seasonal influenza vaccines for injection are generally inactivated flu vaccines and
             are allowed; however intranasal influenza vaccines (e.g., Flu-Mist ) are live
             attenuated vaccines, and are not allowed.

          -  History of allergic reactions attributed to compounds of similar chemical or biologic
             composition to pembrolizumab unless felt to be in the best interests of the patient in
             the opinion of the investigator

          -  Known additional malignancy that requires active systemic treatment