Inclusion Criteria:

        Patients must fulfill all of the following criteria to be eligible for admission to the
        study. Any exceptions from the protocol-specific selection criteria must be approved by the
        Principal Investigator and/or the Institutional Review Board (IRB) before enrollment.

          -  Age >/= 18 years at the time of informed consent

          -  Willing and able to provide written informed consent/assent for the trial

          -  Willing to comply with treatment protocol

          -  Have a histologically confirmed metastatic and/or locally advanced sarcoma

          -  Eligible for standard treatment with pembrolizumab

          -  Eligible for an isolated limb infusion (ILI) as determined by the treating physician

          -  Have undergone at least one prior line of systemic therapy (e.g. chemotherapy,
             immunotherapy, targeted or biological therapy) or have declined the standard of care
             systemic option.

          -  Have measurable disease (at least one index lesion) as defined by RECIST 1.1 or by
             clinical measurement for superficial lesions not amenable to radiographic
             surveillance. Index lesions must not be chosen from a previously irradiated field
             unless there has been radiographically and/or pathologically documented tumor
             progression in that lesion prior to enrollment.

          -  Adequate performance status: ECOG </= 2 or KPS >/= 60%

          -  Adequate organ function determined within 3 weeks of treatment initiation, defined as
             follows:

               -  Hemoglobin >/= 8.0 g/dL

               -  Absolute neutrophil count >/= 1,000/mm^3 (1.0 x 10^9/L)

               -  Platelet count >/= 50,000/mm^3 (50 x 10^9/L)

               -  Serum bilirubin </= 1.5 x upper limit of normal (ULN) OR direct bilirubin </= ° °
                  ULN for a patient with total bilirubin level > 1.5 x ULN Aspartate
                  aminotransferase (AST) </= 2.5 x ULN OR </= 5 x ULN for patients with liver
                  metastases

               -  Alanine aminotransferase (ALT) </= 2.5 x ULN OR </= 5 x ULN for patients with
                  liver metastases

               -  Alkaline phosphatase < 5 x ULN

               -  Serum creatinine </= 1.5 x ULN or a measured or calculated creatinine clearance
                  >/= 60 mL/min for a patient with creatinine levels > 1.5 x institutional ULN
                  (Note: Creatinine clearance need not be determined if the baseline serum
                  creatinine is within normal limits. GFR can also be used in place of creatinine
                  or CrCl)

               -  International normalized ratio (INR) or prothrombin time (PT) </= 1.5 X ULN
                  unless patient is receiving anticoagulant therapy as long as PT or PTT is within
                  therapeutic range of intended use of anticoagulants

               -  Activated partial thromboplastin time (aPTT) </= 1.5 x ULN unless subject is
                  receiving anticoagulant therapy as long as PT and PTT is within therapeutic range
                  of intended use of anticoagulants

        Creatinine clearance should be calculated per institutional standard.

        For female patients of childbearing potential, negative serum pregnancy test at screening
        visit and within 72 h prior to the first dose of study medication.

        Exclusion Criteria:

        Patients who fulfil any of the following criteria are not eligible for admission to the
        study:

          -  Have any other malignancy that requires active treatment

          -  Ineligible for ILI because of underlying physical conditions (e.g. coronary artery
             disease with inability to tolerate anesthesia) as determined by treating physician

          -  Has previously experienced hypersensitivity to pembrolizumab or any of its excipients

          -  Has uncontrolled intercurrent illness including active infection requiring systemic
             therapy or symptomatic congestive heart failure within the past 6 months

          -  Has known active central nervous system (CNS) metastases. Patients with previously
             treated brain metastases may participate provided they are stable (without evidence of
             progression by imaging for at least 4 weeks prior to study Day 1 and return to
             baseline of neurologic symptoms), 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 sarcomatous meningitis, which is excluded regardless
             of clinical stability.

          -  Shows evidence of clinically significant immunosuppression such as the following:

               -  Primary immunodeficiency state such as Severe Combined Immunodeficiency Disease

               -  Concurrent opportunistic infection

               -  Receiving systemic immunosuppressive therapy (> 2 weeks) including oral steroid
                  doses > 10 mg/day of prednisone or equivalent within 7 days prior to enrollment.
                  However, in the setting of non-immune mediated indications for use,
                  chronic/active low dose steroid use may be permitted at the discretion of the
                  principal investigator.

          -  Has a known active or chronic infection with HIV if CD4 count is less than 500.

          -  Has a known active infection with hepatitis B or hepatitis C

          -  Has a known history of active tuberculosis infection

          -  Has history or evidence of symptomatic autoimmune disease (e.g., pneumonitis,
             glomerulonephritis, vasculitis, or other), or history of active autoimmune disease
             that has required systemic treatment (i.e., use of corticosteroids, immunosuppressive
             drugs or biological agents used for treatment of autoimmune diseases) in the past 2
             years. Replacement therapy (e.g., thyroxine for hypothyroidism, insulin for diabetes
             or physiologic corticosteroid replacement therapy for adrenal or pituitary
             insufficiency) is not considered a form of systemic treatment for autoimmune disease.

          -  For female subjects, is pregnant or breast-feeding, or planning to become pregnant

          -  For male subjects, is planning to father a child within the projected duration of the
             trial, starting with the pre-screening or screening visit, during study treatment and
             through 4 months after the last dose of pembrolizumab

          -  For patients of childbearing potential, is unwilling to use acceptable method(s) of
             effective contraception during study treatment and through 4 months after the last
             dose of pembrolizumab.

        (Women not of childbearing potential are defined as: post-menopausal [age > 55 years with
        cessation of menses for 12 or more months or less than 55 years but not spontaneous menses
        for at least 2 years or less than 55 years and spontaneous menses within the past 1 year,
        but currently amenorrhoeic (e.g., spontaneous or secondary to hysterectomy), and with
        postmenopausal gonadotropin levels (luteinizing hormone and follicle-stimulating hormone
        levels > 40 IU/L) or postmenopausal estradiol levels (< 5 ng/dL) or according to the
        definition of "postmenopausal range" for the laboratory involved] or who have had a
        hysterectomy, bilateral salpingectomy, or bilateral oophorectomy.)

          -  Underwent prior chemotherapy, radiotherapy, biological cancer therapy, targeted small
             molecule therapy, or major surgery within 14 days prior to study Day 1 or has not
             recovered (i.e., to CTCAE </= grade 1 or at baseline) from adverse events due to
             previously administered therapy. Patients with </= grade 2 neuropathy and alopecia are
             an exception and may qualify for the study. If patients received major surgery, they
             must have recovered adequately prior to starting therapy.

          -  Is currently participating and receiving study therapy with another investigational
             device or study drug or has participated in a study of an investigational agent and
             received study therapy or used an investigational device within 3 weeks of the first
             dose of treatment

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