Inclusion Criteria:

          -  Life expectancy > 12 weeks.

          -  Subjects must have signed and dated an IRB/IEC (Institutional Review Board/Independent
             Ethics Committee) approved written informed consent form in accordance with regulatory
             and institutional guidelines. This must be obtained before the performance of any
             protocol related procedures that are not part of normal subject care.

          -  Subjects must be willing and able to comply with scheduled visits, treatment schedule,
             laboratory testing, and other requirements of the study.

          -  Histologically confirmed malignant melanoma with measurable metastases in the brain
             (>= 0.5 cm).

          -  At least one measurable intracranial target lesion, which previously was not treated
             with local therapy (no prior stereotactic radiosurgery [SRS] to this lesion). Largest
             diameter of >= 0.5 cm, but =< 3 cm as determined by contrast-enhanced MRI.

          -  Representative formalin-fixed paraffin-embedded (FFPE) tumor specimens in paraffin
             blocks (blocks are preferred) OR at least 4 unstained slides with an associated
             pathology report for testing of tumor PD-L1 expression:

               -  Tumor tissue should be of good quality based on total and viable tumor content.

               -  Patients who do not have tissue specimens may undergo a biopsy during the
                  screening period. Acceptable samples include core-needle biopsies for deep tumor
                  tissue or excisional, incisional, punch, or forceps biopsies for cutaneous,
                  subcutaneous, or mucosal lesions.

               -  Tumor tissue from bone metastases is not evaluable for PD-L1 expression and is
                  therefore not acceptable.

               -  However, if repeat biopsy is not feasible, and no archival tissue available
                  patient still may be enrolled

          -  Prior stereotactic radiotherapy (SRT) and prior excision of up to 5 MBM is permitted
             if there has been complete recovery, with no neurologic sequelae, and measurable
             lesions remain. Growth or change in a lesion previously irradiated will not be
             considered measurable. Regrowth in cavity of previously excised lesion will not be
             considered measurable. Note: Any prior SRT to brain lesions or prior excision must
             have occurred >= 2 weeks before the start of dosing for this study.

          -  Prior radiation to non-central nervous system (non-CNS) is allowed, and does not
             require a washout period for treatment initiation.

          -  Subjects must be free of neurologic signs and symptoms related to metastatic brain
             lesions and must not have required or received systemic corticosteroid therapy in the
             10 days prior to beginning protocol therapy.

          -  ECOG (Eastern Cooperative Oncology Group) performance status =< 1.

          -  Absolute neutrophil count >= 1500/uL.

          -  Platelets >= 100,000/uL.

          -  Hemoglobin >= 9.0 g/dL or >= 5.6 mmol/L.

          -  Creatinine =< 1.5 x upper limit of normal (ULN) OR measured or calculated creatinine
             clearance >= 30 L/min with creatinine levels > 1.5 x institutional ULN. GFR
             (glomerular filtration rate) can also be used in place of creatinine or CrCl
             (creatinine clearance).

          -  Total bilirubin =< 1.5 ULN OR direct bilirubin =< ULN for participants with total
             bilirubin levels > 1.5 x ULN.

          -  Aspartate aminotransferase (AST) (serum glutamic oxaloacetic transaminase [SGOT]) /
             alanine aminotransferase (ALT) (serum glutamic pyruvic transaminase [SGPT]) =< 2.5 x
             ULN (=< 5 x ULN for participants with liver metastases).

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

          -  Women of child-bearing potential (WOCBP) must not be breastfeeding and must have a
             negative pregnancy test within 3 days prior to initiation of dosing. She must agree to
             use an acceptable method of birth control from the time of the negative pregnancy test
             up to 120 days after the last dose of study drug. WOCBP must agree to adhere to the
             contraceptive guidance in the protocol. Note: A female participant is eligible to
             participate if she is not a woman of childbearing potential as defined by the
             protocol.

          -  Fertile men must agree to use an acceptable method of birth control as described in
             the protocol while on study drug and up to 120 days after the last dose of study drug
             and also refrain from donating sperm during this period.

          -  All associated toxicity from previous or concurrent cancer therapy must be resolved
             (to =< grade 1 or baseline) prior to study treatment administration.

          -  Steroids for physiological replacement are allowed.

        Exclusion Criteria:

          -  History of known leptomeningeal involvement (lumbar puncture not required).

          -  Previous stereotactic or highly conformal radiotherapy within 2 weeks before the start
             of dosing for this study. Note the stereotactic radiotherapy field must not have
             included the brain index lesion(s).

          -  Subjects previously treated with SRT > 5 lesions in the brain

          -  Brain lesion size > 3 cm.

          -  Prior checkpoint inhibitor therapy. Allowable prior therapy: Approved adjuvant
             therapies, which may include molecularly-targeted agents, IFN-·, and ipilimumab.

               -  Patients who received ipilimumab as adjuvant or neoadjuvant therapy must have a 6
                  month washout before receiving any dosing on this study.

               -  Cohort A: Prior anti-PD in the adjuvant setting is allowed, but washout period is
                  6 months.

               -  For Cohort B: Patients with unresectable metastatic melanoma who received either
                  anti-PD-1 or PDL-1 in the past are eligible. Washout period a minimum 3 weeks.

          -  Subjects with an active, known or suspected autoimmune disease. Subjects with type I
             diabetes mellitus, hypothyroidism only requiring hormone replacement, skin disorders
             (such as vitiligo, psoriasis, or alopecia) not requiring systemic treatment, or
             conditions not expected to recur in the absence of an external trigger are permitted
             to enroll.

          -  Subjects with major medical, neurologic or psychiatric condition who are judged as
             unable to fully comply with study therapy or assessments should not be enrolled.

          -  Subject has a history of a second malignancy, unless potentially curative treatment
             has been completed with no evidence of malignancy for 2 years. Note: The time
             requirement does not apply to participants who underwent successful treatment of
             superficial bladder cancer, in situ cervical cancer, or other in-situ cancers.
             Subjects with a completely treated prior malignancy and no evidence of disease for >=
             2 years are eligible.

               -  Skin cancer exclusion: Please note that basal cell carcinoma and squamous cell
                  carcinoma is exempt from needing resection prior to treatment. (Resection can be
                  completed after the start of treatment).

          -  Has a known history of or is positive for hepatitis B (hepatitis B surface antigen
             [HBsAg] reactive) or hepatitis C (hepatitis C virus [HCV] ribonucleic acid (RNA)
             [qualitative] is detected). Note: Without known history, testing needs to be performed
             to determine eligibility. Hepatitis C antibody (Ab) testing is allowed for screening
             purposes in countries where HCV RNA is not part of standard of care.

          -  Has a known history of human immunodeficiency virus (HIV) infection. No HIV testing is
             required unless mandated by local health authority.

          -  The use of corticosteroids is not allowed for 10 days prior to initiation of therapy
             (based upon 5 times the expected half-life of dexamethasone) except patients who are
             taking steroids for physiological replacement. If alternative corticosteroid therapy
             has been used, consultation with the sponsor medical monitor is required to determine
             the washout period prior to initiating study treatment.

          -  Subjects with a condition requiring systemic treatment with either corticosteroids (>
             10 mg daily prednisone equivalent) or other immunosuppressive medications within 14
             days of study initiation. Inhaled or topical steroids, and adrenal replacement steroid
             doses > 10 mg daily prednisone equivalent, are permitted in the absence of active
             autoimmune disease.

          -  Subjects with history of life-threatening toxicity related to prior ipilimumab
             adjuvant therapy except those that are unlikely to re-occur with standard
             countermeasures (e.g. hormone replacement after adrenal crisis).

          -  Major surgical procedure, open biopsy (excluding skin cancer resection), or
             significant traumatic injury within 14 days of initiating study drug (unless the wound
             has healed) or anticipation of the need for major surgery during the study.

          -  Non-healing wound, ulcer, or bone fracture.

          -  Women who are breast-feeding or pregnant.

          -  Uncontrolled intercurrent illness (i.e., active infection >= grade 2) or concurrent
             condition that, in the opinion of the Investigator, would interfere with the study
             endpoints or the subject's ability to participate.

          -  History of clinically significant cardiac disease or congestive heart failure > New
             York Heart Association (NYHA) class 2. Subjects must not have unstable angina (anginal
             symptoms at rest) or new-onset angina within the last 3 months or myocardial
             infarction within the past 6 months.

          -  Investigational drug use within 14 days (or 5 half-lives, whichever is longer) of the
             first dose of ipilimumab and pembrolizumab.

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