Inclusion Criteria:

          1. Adults ≥18 years of age with histologically proven metastatic NSCLC, melanoma, RCC, or
             head and neck SCC.

          2. Failure to respond to checkpoint blockade therapy or previously responding patients
             who progress on PD-1/PD-L1 checkpoint blockade therapy.

          3. ECOG (Eastern Cooperative Oncology Group) performance status score of 0 - 1 (Appendix
             1)

          4. Presence of a candidate treatment lesion (subcutaneous or nodal lesions are preferable
             but visceral lesions will be considered) accessible and safe for radiotherapy and
             serial intralesional injections.

          5. Presence of at least one target lesion (distinct from treatment lesion and outside of
             treatment lesion radiation field) evaluable for response by irRECIST

          6. Life expectancy ≥ 6 months

          7. Demonstrate adequate organ function as defined in Table 2, all screening labs should
             be performed within 10 days of treatment initiation.

             (Note: see protocol for table 2)

          8. No other active malignancy.

          9. 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.

         10. Female subjects of childbearing potential (Section 5.7.2) must be willing to use an
             adequate method of contraception as outlined in Section 5.7.2 - 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.

         11. Male subjects of childbearing potential (Section 5.7.1) must agree to use an adequate
             method of contraception as outlined in Section 5.7.1- 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.

         12. Signed informed consent.

         13. Ability to comply with the protocol.

         14. Systolic ≥80.

         15. No active auto-immune disease and not on therapy for auto-immune disease.

         16. Patients with a history of autoimmune-related hypothyroidism on a stable dose of
             thyroid replacement hormone are eligible.

        Exclusion Criteria:

          1. Uncontrolled concomitant disease.

          2. 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.

          3. Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any
             other form of immunosuppressive therapy within 7 days prior to the first dose of trial
             treatment. Use of inhaled or topical steroids or systemic corticosteroids < 10 mg/ day
             is permitted.

          4. Has a known history of active TB (Bacillus Tuberculosis)

          5. Hypersensitivity to pembrolizumab or any of its excipients.

          6. Has had a prior anti-cancer monoclonal antibody (mAb) (excluding PD-1/PD-L1 inhibitor)
             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.

          7. 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.

          8. 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.

          9. 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.

         10. 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 (eg., thyroxine, insulin, or physiologic corticosteroid
             replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a
             form of systemic treatment.

         11. History of severe autoimmune disease.

         12. Treatment with systemic immunostimulatory agents within 4 weeks or five half-lives of
             the drug, whichever is shorter, prior to enrollment (with the exception of checkpoint
             blockade therapy).

         13. Treatment with systemic corticosteroids or other systemic immunosuppressive
             medications within past 4 weeks or 5 half-lives whichever is shorter. Use of inhaled
             or topical steroids or systemic corticosteroids < 10 mg/ day is permitted.

         14. Has a history of (non-infectious) pneumonitis that required steroids or current
             pneumonitis.

         15. Has an active infection requiring systemic therapy.

         16. 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.

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

         18. 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.

         19. Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies).

         20. Has known active Hepatitis B (e.g., HBsAg reactive) or Hepatitis C (e.g., HCV RNA
             [qualitative] is detected).

         21. 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.

         22. Patients unable to tolerate checkpoint inhibitor therapy.

         23. Unresolved Grade 3 or any grade 4 non-hematological, treatment-related AEs attributed
             to prior PD-1/ PD-L1 checkpoint blockade. A minimum of 2 weeks from prior PD-1/PD-L1
             checkpoint blockade to initiating study treatment.