Inclusion Criteria:

          -  Histologic or cytologic diagnosis of metastatic or unresectable stage III or IV
             cutaneous melanoma

          -  Age ≥ 18 years.

          -  ECOG performance status ≤2 (Karnofsky ≥60%, see Appendix A)

          -  Participants must have normal organ and marrow function as defined below:

               -  leukocytes ≥3,000/mcL

               -  absolute neutrophil count ≥1,500/mcL

               -  platelets ≥100,000/mcL

               -  total bilirubin within normal institutional limits

               -  AST(SGOT)/ALT(SGPT) ≤2.5 × institutional upper limit of normal

               -  creatinine within normal institutional limits OR creatinine clearance ≥60
                  mL/min/1.73 m2 for participants with creatinine levels above institutional
                  normal.

          -  Measurable disease (by CT, PET/CT or MRI)

          -  The effects of GMCSF and PD-1 inhibition on the developing human fetus are unknown.

        For this reason women of child-bearing potential and men must agree to use adequate
        contraception (hormonal or barrier method of birth control; abstinence) prior to study
        entry and for the duration of study participation. Should a woman become pregnant or
        suspect she is pregnant while she or her partner is participating in this study, she should
        inform her treating physician immediately. Men treated or enrolled on this protocol must
        also agree to use adequate contraception prior to the study, for the duration of study
        participation, and 7 months after completion of study drug administration.

          -  No prior immunotherapies in the metastatic setting. Prior targeted therapy is allowed.

        For patients who have received adjuvant checkpoint inhibition they must have been off of
        therapy for ≥ 6 months at the time of progression

          -  Ability to understand and the willingness to sign a written informed consent document.

        Exclusion Criteria:

          -  Participants who have had chemotherapy or radiotherapy within 4 weeks prior to
             entering the study or those who have not recovered from adverse events due to agents
             administered more than 4 weeks earlier.

          -  Participants who are receiving any other investigational agents.

          -  Participants with known brain metastases must have documented stability over a four
             week interval and not be requiring active treatment for these. Prior radiation,
             surgery and stereotactic radiosurgery are allowed but must be completed four weeks
             prior to initiating therapy.

          -  History of allergic reactions attributed to compounds of similar chemical or biologic
             composition to Pembrolizumab or sargramostim.

          -  Need for systemic steroids at the time of enrollment. Physiologic replacement at a
             dose of less than 10mg daily prednisone equivalent is allowed.

          -  Uncontrolled intercurrent illness including, but not limited to, ongoing or active
             infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac
             arrhythmia, or psychiatric illness/social situations that would limit compliance with
             study requirements.

          -  Participants who are considered Women of Child-Bearing Potential (WOCBP) must have a
             negative serum pregnancy test in order to be eligible. Pregnant women are excluded
             from this study because there is an unknown but potential risk for adverse events in
             nursing infants secondary to treatment of the mother with Pembrolizumab, breastfeeding
             should be discontinued if the mother is treated with Pembrolizumab. These potential
             risks may also apply to other agents used in this study.

          -  Known active HIV, Hepatitis B or Hepatitis C patients. HIV-positive participants on
             combination antiretroviral therapy are ineligible because of the potential for an
             immunologic effect with the therapy. Appropriate studies will be undertaken in
             participants receiving combination antiretroviral therapy when indicated.

          -  Autoimmune disease that requires treatment at the time of enrollment.