Inclusion Criteria:

          -  Patients with peripheral T-cell lymphoma (including but not limited to peripheral
             T-cell lymphoma, not otherwise specified [PTCL-NOS], angioimmunoblastic T-cell
             lymphoma, anaplastic large T-cell lymphoma). Patients with mycosis fungoides with
             large cell transformation with measurable disease is eligible.

          -  Disease status defined as refractory to or relapsed after >=1 prior treatment lines.

          -  Subjects with ALK+, anaplastic large cell lymphoma (ALCL) should have been treated
             with, be ineligible for, or have refuse chemotherapy and brentuximab prior to
             enrollment on the current study.

          -  Patients with a measurable disease, defined by a node or mass with the longest
             diameter >= 1.5 cm.

          -  Be willing and able to provide written informed consent/assent for the trial.

          -  Patients with PTCL should have radiographically measurable disease >= 1.5 cm.

          -  Be willing to provide tissue from a newly obtained core or excisional biopsy of a
             tumor lesion. Newly-obtained is defined as a specimen obtained up to 6 weeks (42 days)
             prior to initiation of treatment on day 1. Subjects for whom newly-obtained samples
             cannot be provided (e.g. inaccessible or subject safety concern) may submit an
             archived specimen.

          -  Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG)
             performance scale.

          -  Absolute neutrophil count (ANC) >= 1,500 /mcL.

          -  Platelets >= 100,000 / mcL.

          -  Hemoglobin >= 9 g/dL or >= 5.6 mmol/L without transfusion or erythropoietin (EPO)
             dependency (within 7 days of assessment).

          -  Serum creatinine OR measured or calculated creatinine clearance glomerular filtration
             rate (GFR) can also be used in place of creatinine or creatinine clearance (CrCl) =<
             1.5 x upper limit of normal (ULN) OR =< 60 mL/min for subject with creatinine levels >
             1.5 x institutional ULN.

               -  Creatinine clearance should be calculated per institutional standard.

          -  Serum total bilirubin =< 1.5 x ULN OR direct bilirubin =< ULN for subjects with total
             bilirubin levels > 1.5 ULN.

          -  Aspartate aminotransferase (AST) (serum glutamic-oxaloacetic transaminase [SGOT]) and
             alanine aminotransferase (ALT) (serum glutamate pyruvate transaminase [SGPT]) =< 2.5 x
             ULN OR =< 5 x ULN for subjects with liver metastases.

          -  Albumin >= 2.5 mg/dL.

          -  International normalized ratio (INR) or prothrombin time (PT) =< 1.5 x ULN unless
             subject is receiving anticoagulant therapy as long as PT or partial thromboplastin
             time (PTT) is within therapeutic range of intended use of anticoagulants.

          -  Activated partial thromboplastin time (aPTT) =< 1.5 x ULN unless subject is receiving
             anticoagulant therapy, as long as PT or PTT is within therapeutic range of intended
             use of anticoagulants.

          -  Thromboplastin time (aPTT)anticoagulant therapy, as long as PT or PTT is within
             therapeutic range of intended use of anticoagulants.

          -  Female subject 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 must be willing to use an adequate method of
             contraception, for the course of the study through 120 days after the last dose of
             study medication. Note: Abstinence is acceptable if this is the usual lifestyle and
             preferred contraception for the subject.

          -  Male subjects of childbearing potential must 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. Note: Abstinence is acceptable if this is the usual
             lifestyle and preferred contraception for the subject.

        Exclusion Criteria:

          -  Is 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, is receiving systemic steroids above physiologic
             dose (> 10 mg/day prednisone or equivalent) within 7 days of start of therapy or is
             receiving any other form of immunosuppressive therapy.

          -  Has a known history of active TB (Bacillus tuberculosis).

          -  Hypersensitivity to pembrolizumab or any of its excipients.

          -  Has had a prior anti-cancer monoclonal antibody (mAb) within 4 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 4 weeks earlier.

          -  Has had 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. Note: Subjects
             with =< grade 2 neuropathy are an exception to this criterion and may qualify for the
             study. Note: If subject received major surgery, they must have recovered adequately
             from the toxicity and/or complications from the intervention prior to starting
             therapy.

          -  Has a 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 that has undergone potentially curative therapy or in situ cervical cancer.

          -  Has known active central nervous system (CNS) metastases and/or carcinomatous
             meningitis. Subjects with previously treated brain metastases may participate provided
             they are stable (without evidence of progression by imaging for at least four weeks
             prior to the first dose of trial treatment and any neurologic symptoms have returned
             to baseline), have no evidence of new or enlarging brain metastases, and are not using
             steroids for at least 7 days prior to trial treatment. This exception does not include
             carcinomatous meningitis which is excluded regardless of clinical stability.

          -  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). 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.

          -  Has known history of non-infectious pneumonitis that required systemic steroid use, or
             has active pneumonitis.

          -  Has an active infection requiring systemic therapy.

          -  Has a 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.

          -  Has known psychiatric or substance abuse disorders that would interfere with
             cooperation with the requirements of the trial.

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

          -  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).

          -  Baseline electrocardiogram (EKG) shows corrected QT interval by Fridericia (QTcF) >
             470 msec.

          -  Concomitant use of strong CYP3A4 inhibitors and inducers.

          -  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.

          -  Has undergone prior allogeneic hematopoietic stem cell transplantation within the last
             5 years. (Subjects who have had a transplant greater than 5 years ago are eligible as
             long as there are no symptoms of graft versus host disease (GVHD).