Inclusion Criteria:

          -  Histologically or cytologically confirmed diagnosis of unresectable stage III or
             metastatic melanoma (stage IV) not amenable to curative local therapy

          -  Documented progression of disease after initiation of therapy with OR lack of response
             to therapy with a PD-1- or PD-L1-targeting monoclonal antibody (pembrolizumab,
             nivolumab, etc) after at least 18 weeks; NOTE: This treatment could have been at any
             time prior to registration

          -  Eastern Cooperative Oncology Group (ECOG) performance status (PS) 0 or 1

          -  Minimum of 3 radiographically apparent lesions such that there is:

               -  Minimum of one lesion in areas that have not been previously irradiated that is
                  considered measurable by Response Evaluation Criteria in Solid Tumors (RECIST)
                  1.1 criteria AND

               -  Minimum of two lesions in areas that have not been previously irradiated that are
                  determined by interventional radiology to be of a size and in a location that a
                  single probe could ablate at least 75% of the lesion; Note: Hepatic lesions
                  measuring =< 3 cm may be treated, as determined by interventional radiology;
                  Note: Brain metastases are not acceptable as lesions defining measurable disease,
                  nor are they candidate lesions for cryoablation

          -  Adequate venous access for apheresis as assessed by apheresis team; NOTE: If a central
             venous catheter is required for apheresis, the patient is not eligible

          -  Absolute neutrophil count (ANC) >= 1000/mm^3 obtained =< 14 days prior to registration

          -  Absolute lymphocyte count >= 500/mm^3 obtained =< 14 days prior to registration

          -  Platelet count >= 100,000/mm^3 obtained =< 14 days prior to registration

          -  Hemoglobin >= 10 g/dL obtained =< 14 days prior to registration

          -  Total bilirubin =< 1.5 x upper limit of normal (ULN), unless due to Gilbert?s disease
             obtained =< 14 days prior to registration

          -  Aspartate transaminase (AST/(serum glutamic-oxaloacetic transaminase [SGOT]) and
             alanine transaminase (ALT/serum glutamate pyruvate transaminase [SGPT]) =< 2.5 x ULN
             obtained =< 14 days prior to registration

          -  Creatinine =< 1.5 x ULN or calculated creatinine clearance >= 60 mL/min for subject
             with creatinine ? 1.5 x institutional ULN obtained =< 14 days prior to registration

          -  Negative serum pregnancy test for persons of childbearing potential =< 7 days prior to
             registration

          -  Provide written informed consent

          -  Willing to return to the enrolling institution for follow-up (during active treatment
             and active monitoring phase of the study)

          -  Willing to provide tissue and blood samples for research purposes

          -  Willing to use adequate contraception while on the study and until 120 days after the
             last dose of study drug

        Exclusion Criteria:

          -  Any of the following:

               -  Pregnant persons

               -  Nursing persons

          -  History of human immunodeficiency virus (HIV), hepatitis B, or hepatitis C

          -  Active tuberculosis or active, non-infectious pneumonitis

          -  Evidence of interstitial lung disease

          -  Active infection requiring the use of systemic antibiotics

          -  Symptomatic congestive heart failure (New York Heart Association classification III or
             IV cardiovascular disease, myocardial infarction =< 6 months prior to registration,
             unstable angina pectoris or cardiac arrhythmia =< 3 months prior to registration, or
             cardiac arrhythmia

          -  Currently receiving or have received any other investigational agent considered as a
             treatment for the primary neoplasm =< 21 days prior to registration

          -  History of other primary malignancy requiring systemic treatment =< 3 years prior to
             registration; patients must not be receiving chemotherapy or immunotherapy for another
             cancer; patients must not have another active malignancy requiring active treatment;
             EXCEPTIONS: Non-melanotic skin cancer or carcinoma-in-situ of the cervix

          -  Failure to recover from prior side effects of immune checkpoint inhibitor therapy to
             =< grade 1; NOTE: Patients will not be excluded for adrenal insufficiency or
             hypothyroidism secondary to immunotherapy provided they are receiving hormonal
             replacement

          -  Major surgery =< 4 weeks prior to registration

          -  Prior chemotherapy, targeted therapy, or radiation therapy =< 2 weeks prior to
             registration or who has not recovered (i.e. to =< grade 1 or baseline) from an adverse
             event due to the previously administered therapy

          -  History of hypersensitivity and anaphylactoid reactions to pneumococcal vaccine or any
             component of the formulation, including diphtheria toxoid

          -  Active autoimmune disease such as Crohn?s disease, rheumatoid arthritis, Sjogrens?
             disease, systemic lupus erythematosus, or similar conditions requiring systemic
             treatment within the past 3 months or a documented history of clinically severe
             autoimmune disease/syndrome difficult to control in the past; EXCEPTIONS (the
             following are allowed):

               -  Vitiligo or resolved childhood asthma/atopy

               -  Intermittent use of bronchodilators or local steroid injections

               -  Hypothyroidism stable on hormone replacement

               -  Diabetes stable with current management

               -  History of positive Coombs test but no evidence of hemolysis

               -  Psoriasis not requiring systemic treatment

               -  Conditions not expected to recur in the absence of an external trigger

               -  Secondary adrenal insufficiency from previous hypophysitis, currently on
                  physiologic replacement steroid dosing only

          -  Coagulopathy, including the use of therapeutic anticoagulants that cannot be
             discontinued for the cryoablation procedure; NOTE: Heparin for line patency without
             detectable lab abnormalities for coagulation will be allowed

          -  Corticosteroid use =< 14 days prior to registration; NOTE: Patients must be off
             systemic corticosteroids for at least 2 weeks prior to registration; this includes
             oral or IV route of administration; patients on chronic corticosteroids for adrenal
             insufficiency or other reasons may enroll if they receive less than 10 mg/day of
             prednisone (or equivalent); patients receiving inhaled or intranasal or
             intra-articular steroids are not excluded

          -  Active central nervous system (CNS) metastasis; NOTE: Patients with prior brain
             metastases that are asymptomatic without corticosteroid use and stable or improved >=
             90 days after treatment with surgery or radiation are not excluded

          -  Receipt of a live vaccine =< 30 days prior to registration