Inclusion Criteria:

          -  Patients must have pathologically (histologically or cytologically) proven diagnosis
             of MCC by local pathology review

          -  Have measurable disease based on RECIST 1.1 including at least two cancerous deposits;
             at least one deposit must be RECIST measurable while at least one deposit must meet
             criteria for SBRT; non-radiated tumor will be identified prior to randomization on the
             protocol

          -  Patients must have advanced or metastatic MCC defined as evidence of distant
             metastasis(es) on imaging

               -  Patients with locoregionally confined disease are not eligible

          -  No prior immunotherapy for advanced/metastatic MCC

          -  Patients with known or suspected central nervous system (CNS) metastases, untreated
             CNS metastases, or with the CNS as the only site of disease are excluded; however,
             subjects with controlled brain metastases will be allowed to enroll; controlled brain
             metastases are defined as no radiographic progression for at least 4 weeks following
             radiation and/or surgical treatment (or 4 weeks of observation if no intervention is
             clinically indicated), and off of steroids for at least 2 weeks, and no new or
             progressive neurological signs and symptoms

          -  Patients having received palliative radiotherapy for extracranial metastasis(es) are
             eligible as long as there are 2 cancerous deposits that have not received prior
             radiation therapy (RT) and they meet the following criteria

               -  No prior radiation therapy (> 5 Gy) to the metastasis intended to be treated with
                  SBRT

          -  No history of the following:

               -  Autoimmunity requiring systemic immunosuppression within 2 years

               -  Patients known to be human immunodeficiency virus (HIV) positive are eligible if
                  they meet the following:

                    -  CD4 counts >= 350 mm^3

                    -  Serum HIV viral load of < 25,000 IU/ml

          -  No other active malignancy that the investigator determines would interfere with the
             treatment and safety analysis

          -  Not pregnant and not nursing, because this study involves an investigational agent
             whose genotoxic, mutagenic and teratogenic effects on the developing fetus and newborn
             are unknown; therefore, for women of childbearing potential only, a negative (if your
             test schedule specifically indicates a urine or serum pregnancy test, add that
             information at this point) pregnancy test done =< 28 days prior to registration is
             required

          -  Eastern Cooperative Oncology Group (ECOG) performance status 0-2

          -  Absolute neutrophil count (ANC) >= 1,500/mm^3

          -  Platelet count >= 100,000/mm^3

          -  Hemoglobin >= 9.0 g/dl

          -  Total bilirubin =< 2.0 mg/dl

          -  Aspartate aminotransferase (AST)/alanine aminotransferase (ALT) =< 3.0 x upper limit
             of normal (ULN)

          -  Systolic blood pressure (BP) =< 150 mg HG

          -  Diastolic BP =< 90 mg HG

          -  Albumin > 3 mg/dl

          -  Blood urea nitrogen (BUN) =< 30 mg/dl

          -  Creatinine =< 1.7 mg/dl

          -  The following imaging workup to document metastases within 45 days prior to study
             registration are required: CT scans of the chest, abdomen and pelvis with radionuclide
             bone scan OR whole body (at least skull base to midthigh) positron emission tomography
             (PET)/CT