Inclusion Criteria:

          -  Age ≥ 18 years at the time of consent.

          -  Subject has provided informed consent and Health Insurance Portability and
             Accountability Act (HIPAA) prior to initiation of any study-specific
             activities/procedures.

          -  Eastern Cooperative Oncology Group (ECOG) Performance Status of ≤2.

          -  Histologically confirmed metastatic (regional or distant) melanoma of any subtype
             (cutaneous, mucosal, ocular).

          -  American Joint Committee on Cancer (AJCC) stage unresectable III or stage IV disease
             that is measurable by RECIST v1.1 criteria.

          -  Must agree to undergo one on-treatment tumor biopsy on day 22 (±2 days) of the study.
             Subjects for whom fresh samples cannot be safely provided (e.g., inaccessible tumor
             for biopsy or has metastatic lung lesion(s) as the only site of metastatic disease)
             will not be eligible for study participation.

          -  Must have available archival tissue and subjects have consented to allow collection of
             archived tumor blocks from previous surgeries confirming or treating unresectable
             stage III or distant metastatic disease. If more than one archived tumor blocks are
             available, two blocks have to be analyzed for the presence of Tumor-infiltrating
             lymphocyte/Tumor-associated lymphocyte (TIL/TALS). Archived tumor tissues must fulfill
             the following criteria based on two representative Hematoxylin & Eosin (H&E)-stained
             tissue sections: (1) the tumor surface area must be at least 1cm (squared), (2) no
             more than 20% of necrosis, (3) the ratio of viable tumor cells to tumor-associated
             stroma should be at least 60/40, (4) if TILs are present based on H&E stained
             sections, they must be ≤ 1% of the total number of cells in the specimen; the amount
             of tissue should be ≥ 1 cm2.

        Dr. Paula Googe, study pathologist, must sign off on the eligibility of archived tumor
        blocks before study enrollment. If archival tissue is unavailable or insufficient, fresh
        biopsy should be performed to confirm unresectable stage III or distant metastatic disease.

          -  Previous treatment with immune checkpoint inhibitors and chemotherapies is allowed on
             condition that the last treatment is at least 28 days prior to first dose of
             entinostat. Previous treatment with targeted therapies (e.g. Mitogen-activated protein
             kinase, MAPK inhibitors) is allowed on condition that the last treatment was
             administered at least 15 days prior to first dose of entinostat).

          -  Demonstrate adequate organ function as defined in the protocool table; all screening
             labs to be obtained within 21 days prior to entinostat treatment.

             *Note: Hematology and other lab parameters that are ≤ grade 2 BUT still meet criteria
             for study entry are allowed. Furthermore, changes in laboratory parameters during the
             study should not be considered Adverse events (AEs) unless they meet criteria for dose
             modification(s) of study medication outlined by the protocol in Section 5.3.1 and/or
             worsen from baseline during therapy.

          -  A female of childbearing potential must have a negative serum pregnancy test during
             screening and a negative urine pregnancy test within 3 days prior to receiving the
             first dose of study drug. If the screening serum test is done within 3 days prior to
             receiving the first dose of study drug, a urine test is not required. A female of
             childbearing potential must agree to use effective contraception during the study and
             for 120 days after the last dose of study drug. A female of non-childbearing potential
             defined as (by other than medical reasons):

             -≥45 years of age and has not had menses for >2 years,

          -  Amenorrheic for <2 years without a hysterectomy and oophorectomy and a
             follicle-stimulating hormone value in the postmenopausal range upon pre-study
             (screening) evaluation,

          -  Post hysterectomy, oophorectomy or tubal ligation. Documented hysterectomy or
             oophorectomy must be confirmed with medical records of the actual procedure or
             confirmed by an ultrasound. Tubal ligation must be confirmed with medical records of
             the actual procedure; otherwise the patient must be willing to use 2 adequate barrier
             methods throughout the study, starting with the screening visit through 120 days after
             the last dose of entinostat,

          -  If male, agrees to use an adequate method of contraception starting with the first
             dose of study drug through 120 days after the last dose of entinostat,

          -  See section 5.6.2 for information on acceptable methods of contraception.

          -  Experienced resolution of toxic effect(s) of the most recent prior anti-cancer therapy
             to Grade ≤1 (except alopecia or neuropathy) by CTCAE v5.0. Exceptions are patients who
             may have developed autoimmune-type side effects that require permanent hormonal
             replacement from previous therapies.

          -  If the patient underwent major surgery or radiation therapy, these procedures must
             have occurred at least 15 days prior to the first dose of entinostat. In addition,
             patients must have recovered from the toxicity and/or complications from the
             intervention.

          -  Subjects must be willing and able to comply with study procedures based on the
             judgement of the investigator or protocol designee.

        Exclusion Criteria:

        All subjects meeting any of the exclusion criteria at baseline will be excluded from study.

          -  Is receiving systemic steroid therapy or any other form of immunosuppressive therapy
             for autoimmune side effects related to previous use of immunotherapies for melanoma.
             Exceptions include episodic (up to 7 days) use of systemic steroids for common
             conditions while on study treatment (e.g. Chronic obstructive pulmonary disease (COPD)
             exacerbation, poison ivy), use of corticosteroids as replacement doses for adrenal or
             pituitary insufficiency.

          -  Has a known history of tuberculosis (Bacillus Tuberculosis) or human immunodeficiency
             virus (HIV 1/2 antibodies).

          -  Hypersensitivity to pembrolizumab or any of its excipients. Allergy to benzamide or
             inactive components of entinostat.

          -  Has known history of biopsy-proven (non-infectious) pneumonitis that required systemic
             steroids, or any evidence of current pneumonitis.

          -  Conditions that would preclude adequate absorption of oral medications (malabsorption,
             significant nausea and vomiting, resection of >100-cm of proximal small bowel,
             resection of >200-cm of distant small bowel).

          -  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, including but
             not limited to:

             i. Myocardial infarction or arterial thromboembolic events within 6 months prior to
             screening or severe or unstable angina, New York Heart Association (NYHA) Class III of
             IV disease, or a QTc interval > 470 msec,

        ii. Uncontrolled hypertension (>150/90 in more than 60% of recorded BP measurements taken
        on 5 or more separate occasions, within 3 weeks of the first dose of entinostat; at least 3
        recorded measurements required on each occasion) or diabetes mellitus (HbA1c >9.0 within 15
        days from first dose of entinostat),

        iii. Active infection requiring systemic antibiotic therapy by the first day of entinostat
        treatment,

        iv. Known psychiatric or substance abuse disorders that would interfere with cooperation
        with the requirements of the trial.

          -  If female, is pregnant or breastfeeding, or, if male, 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.

          -  Known active hepatitis B (e.g., hepatitis B surface antigen-reactive) or hepatitis C
             (e.g., hepatitis C virus ribonucleic acid [qualitative]). Patients with past hepatitis
             B virus (HBV) infection or resolved HBV infection (defined as the presence of
             hepatitis B core antibody [HBc Ab] and absence of HBs Ag) are eligible. HBV DNA test
             must be performed in these patients prior to study treatment if known history of viral
             hepatitis. Patients positive for hepatitis C virus (HCV) antibody are eligible, only
             if polymerase chain reaction is negative for HCV RNA.

          -  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.

          -  History of prior malignancy, with the exception of the following:

               -  Non-melanoma skin cancers, non-invasive bladder cancer, and carcinoma in situ of
                  the cervix,

               -  Prior history of prostate cancer provided the patient is not undergoing active
                  systemic treatment other than hormonal therapy and has documented PSA that is
                  undetectable (<0.2ng/mL),

               -  Papillary thyroid cancer, even if patients may have just completed thyroidectomy
                  within the last 2 years, have not received adjuvant radioactive iodine therapy,
                  and were only recently diagnosed with asymptomatic papillary thyroid cancer and
                  their surgery is pending,

               -  Chronic lymphocytic leukemia (CLL) provided patient has isolated lymphocytosis
                  (Rai stage 0) and does not require systemic treatment [for "B" symptoms,
                  Richter's transformation, lymphocyte doubling time (<6 months), lymphadenopathy
                  or hepatosplenomegaly],

               -  Lymphoma, hairy-cell leukemia, or myelodysplasia, provided that patient is not on
                  active systemic treatment and is in complete remission, as evidenced by PET/CT
                  scans and bone marrow biopsies for at least 3 months,

               -  History of any other malignancy provided patient has completed therapy and is
                  free of disease for ≥ 2 years. If patient had other malignancy within the last 2
                  years from which he, or she, may have been completely cured by surgery alone, he
                  may be considered to be enrolled on condition that the risk of development of
                  distant metastatic disease based on the most recent AJCC staging system is less
                  than 30%.

          -  Has known active (i.e. previously untreated) parenchymal central nervous system (CNS)
             metastases that are symptomatic, and/or more than one lesion with the largest diameter
             being > 5-mm and/or require antiepileptic drugs or systemic corticosteroids for
             management of intracranial symptoms. Patients with carcinomatous meningitis are also
             excluded. Exceptions are:

               -  Subjects with previously treated brain metastases provided they are stable (i.e.
                  without evidence of progression by brain Magnetic Resonance Imaging (MRI) or head
                  CT with IV contrast) for at least 2 weeks prior to the first dose of entinostat.
                  Any neurologic symptoms must have returned to baseline, and have no evidence of
                  new or enlarging brain metastases, and are not using ongoing systemic
                  corticosteroids for management of intracranial symptoms for at least 7 days prior
                  to first dose of entinostat,

               -  Patients with active (i.e. not treated with stereotactic radiosurgery), single,
                  asymptomatic, up to 5-mm in largest diameter brain metastases (measured either by
                  brain MRI with IV contrast or head CT with IV contrast measuring within 2 weeks
                  prior to the first dose of entinostat).

          -  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 entinostat.

          -  Subject is receiving prohibited medications or treatments as listed in section 5.5 of
             the protocol that cannot be discontinued/replaced by an alternative therapy.

          -  Prior treatment with Histone/deacetylase inhibitor (HDACi) for their melanoma.