Inclusion Criteria:

          -  International Staging System (ISS) stage I-III multiple myeloma that has progressive,
             relapsed, or refractory disease

          -  Able to give informed consent

          -  Eastern Cooperative Oncology Group (ECOG) 0-1

          -  Relapsed and/or refractory myeloma; there is no minimum or maximum number of previous
             therapies that a patient may have received previously before being put on the current
             trial

          -  ≥ 1 osseous and/or extra-osseous lesion that can be radiated

          -  Candidate for pembrolizumab (as determined by physician, and adequate organ function)

          -  Candidate for radiotherapy (as determined by treatment physician); these patients can
             have symptomatic disease and/or asymptomatic disease; a minimum of one site of
             radiation is required to any osseous and/or any extra-osseous disease; radiation to
             any bony parts of the head and neck, skull, spine, ribs, and/or extremities are
             allowed; radiation to any bony part for documented lytic disease is allowed; radiation
             to any soft tissue plasmacytoma (including osseous and extra-osseous plasmacytoma) is
             allowed; the only exclusion criteria for radiation, is central nervous system (CNS)
             metastases

          -  Measurable myeloma disease (urine protein > 200 mg in 24 hours [hr] urine collection,
             serum free light chain ratio > 100 with an abnormal k/l ratio, serum M protein > 0.5
             g/dl); 12 of the 24 patients do not have to have measurable disease

          -  Negative urine pregnancy test within 2 weeks for female subjects; female subjects of
             childbearing potential should have a negative urine or serum pregnancy within 72 hours
             prior to receiving the first dose of study medication; if the urine test is positive
             or cannot be confirmed as negative, a serum pregnancy test will be required

               -  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

               -  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

               -  Abstinence is acceptable, if this is the usual life style and preferred
                  contraception for the patient

        Exclusion Criteria:

          -  Previous anti-programmed cell death protein 1 (PD1) or anti-PD-L1

          -  Solitary plasmacytoma

          -  Smoldering (asymptomatic) multiple myeloma

          -  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 immunodeficiency

          -  Known history of active TB (Bacillus tuberculosis)

          -  Hypersensitivity to pembrolizumab or any of its recipients

          -  Known additional malignancy that is progressing or requires active treatment
             (exceptions include basal cell carcinoma of the skin or squamous cell carcinoma of the
             skin)

          -  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)

          -  Known history of, or any evidence of active, non-infectious pneumonitis

          -  Active infection requiring systemic therapy

          -  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 a known history of human immunodeficiency virus (HIV) (HIV 1/2 antibodies)

          -  Has 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)

          -  Has 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

          -  Patients requiring radiation for CNS diseases are excluded (CNS defined as brain soft
             tissue/intra parenchymal metastases within the gray and white matter of the brain
             and/or for cerebrospinal fluid [CSF] disseminated disease, including leptomeningeal
             carcinomatous disease)

          -  Has a history of allogeneic stem cell transplantation