MK-3475 in Combination With MRI-guided Laser Ablation in Recurrent Malignant Gliomas

Inclusion Criteria: * Phase I: Histologically confirmed grade III or IV malignant glioma. * Phase II: Histologically confirmed grade IV malignant glioma (GBM). \*Note: GBM variants and suspected secondary GBM are allowed for both phase I and phase II. * Unequivocal evidence of tumor progression as documented by biopsy or brain MRI scan per RANO criteria. * There must be an interval of at least 12 weeks from the completion of standard front-line therapy to study registration unless there is unequivocal evidence for tumor recurrence per RANO criteria. When the interval is less than 12 weeks, the use of perfusion imaging and/or PET scan is allowed to differentiate between unequivocal evidence of tumor recurrence and pseudoprogression. Standard front-line therapy is as described below: * For grade IV malignant gliomas (GBM): Standard front line therapy for newly diagnosed GBM must include maximal feasible surgical resection (biopsy alone allowed), radiotherapy, and temozolomide chemotherapy. If the tumor was initially diagnosed as either a grade II or III tumor and now has recurred or progressed as a grade IV GBM, it will be considered a secondary recurrent grade IV GBM and will be eligible for this study as long as prior treatment included maximal feasible surgical resection (biopsy alone allowed), radiotherapy, and temozolomide chemotherapy. * For grade III malignant gliomas with 1p 19q codeletions: Standard front line therapy for newly diagnosed grade III malignant gliomas must include maximal feasible surgical resection (biopsy alone allowed), radiotherapy, and chemotherapy (PCV or temozolomide). If the patient did not receive any or all components of the standard front line therapy as detailed above for newly diagnosed grade III gliomas and the tumor then recurred or progressed, s/he must first receive at least one prior standard therapy or any appropriate combination of the components of standard therapy as detailed above and must experience further recurrence or progression before s/he is deemed eligible for this study. If the tumor was initially diagnosed as a grade II glioma with 1p 19q codeletions and now has recurred or progressed as a grade III tumor, it will be considered a secondary recurrent grade III glioma with 1p 19q codeletions and will be eligible for this study as long as prior treatment included maximal feasible surgical resection (biopsy alone allowed), radiotherapy, and chemotherapy (PCV or temozolomide). * For grade III malignant gliomas without 1p 19q codeletions: Standard front-line therapy for newly diagnosed grade III malignant gliomas must include maximal feasible surgical resection (biopsy alone allowed), radiotherapy, and temozolomide chemotherapy. If the tumor was initially diagnosed as a grade II glioma without 1p 19q codeletions and now has recurred or progressed as a grade III tumor, it will be considered a secondary recurrent grade III glioma without 1p 19q codeletions and will be eligible for this study as long as prior treatment included maximal feasible surgical resection (biopsy alone allowed), radiotherapy, and temozolomide chemotherapy. * Candidate for MLA based on the size, location, and shape of the recurrent tumor as determined by the performing neurosurgeon. Surgical resection/debulking prior to MLA is allowed per standard of care but is not required; if the patient undergoes resection or debulking, it must have occurred at least 3 weeks prior to the first dose of MK-3475. For Phase II: if surgical resection/debulking prior to MLA is not indicated, a biopsy of the tumor will be done at the same time of MLA to obtain tumor tissue for both diagnostic purposes and immune monitoring. * Patients who have undergone a resection for recurrence will be eligible. In those who have undergone a gross total resection, the MLA will be directed at treating a peritumoral margin of 0.5-1cm surrounding the resection cavity to disrupt the BBB and potentially increase access of MK-3475 to the peritumoral infiltrating glioma cells. * At least 18 years of age. * Karnofsky ≥ 60% * Normal bone marrow and organ function as defined below: * ANC ≥ 1,500/mcL * Platelets ≥ 100,000/mcL * Hemoglobin ≥ 9 g/dL or ≥ 5.6 mmol/L * Serum creatinine ≤ 1.5 x IULN OR creatinine clearance by Cockcroft-Gault ≥ 60 mL/min for patients with serum creatinine \> 1.5 x IULN * Serum total bilirubin ≤ 1.5 x IULN OR direct bilirubin ≤ IULN for patients with total bilirubin \> 1.5 x IULN * AST (SGOT) and ALT (SGPT) ≤ 2.5 x IULN (or ≤ 5 x IULN for patients with liver metastases) * INR or PT ≤ 1.5 x IULN unless patient is receiving anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use of anticoagulants * aPTT ≤ 1.5 x IULN unless patient is receiving anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use of anticoagulants * Sexually active women of childbearing potential and men must agree to use contraception (as described in the protocol) prior to study entry, for the duration of study participation, and for 120 days after last dose of MK-3475. Should a woman become pregnant or suspect she is pregnant while participating in this study, she must inform her treating physician immediately. * Patients with the ability to understand and willingness to sign an IRB approved written informed consent document will be enrolled into the trial. However, should a patient lose their ability to consent while participating in this study and s/he is still receiving clinical benefit from participation, s/he may continue on study with the consent of a Legally Authorized Representative. Exclusion Criteria: * Prior treatment with any anti-angiogenic agent (including bevacizumab). * Prior treatment with an anti-PD-1, anti-PD-L1, anti-PD-L2, or anti-CD137, or anti-cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways). * Prior treatment with a monoclonal antibody within 4 weeks prior to the first dose of MK-3475 or has not recovered (i.e. ≤ grade 1 or at baseline) from adverse events due to agents administered more than 4 weeks earlier. * Prior chemotherapy, targeted small molecule therapy, or radiation therapy within 2 weeks prior to the first dose of MK-3475 or has not recovered (i.e. ≤ grade 1 or at baseline) from adverse events due to a previously administered agent. * Note: patients with ≤ grade 2 neuropathy are an exception to this criterion and may qualify for the study. * Note: if a patient underwent major surgery, s/he must have recovered adequately from the toxicity and/or complications from the intervention prior to starting therapy. * Candidates for curative resection or urgent surgical procedure(s) needed. * Presence of infratentorial lesions, brainstem lesions, or lesions that are less than 5 mm from the hyophysis or cranial nerves. * Multifocal gliomas that are bilateral. Patients with unilateral multifocal gliomas may be eligible if their multifocal disease can be treated effectively and safely in a single MLA procedure. * Presence of leptomeningeal metastases. * Recent (within 8 weeks) history of CNS hemorrhage unless the hemorrhage is located within the tumor that will be removed en total during surgical debulking or ablated during MLA. * Requires therapeutic doses of anticoagulants unless anticoagulation can be safely discontinued before surgery per standard practice (e.g. first DVD for which anticoagulation has been at least 3 months and repeat imaging demonstrates resolution of DVT) or an IVC filter can be used in place of anticoagulation. Subjects are permitted to resume anticoagulation following surgery per discretion of treating physician and/or site SOPs * Received prior local therapy (stereotactic radiosurgery, brachytherapy, or carmustine wafers) to the proposed area of MLA treatment. * Received a live vaccine or live-attenuated vaccine within 30 days prior to the first dose of MK-3475. Administration of killed vaccines is allowed. * Currently receiving any other investigational agents or has participated in a study of an investigational agent or using an investigational device within 3 weeks of the first dose of MK-3475. * A history of allergic reactions attributed to compounds of similar chemical or biologic composition to MK-3475 or other agents used in the study. * Dexamethasone \> 4 mg daily at the time of registration * Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy (in dosing exceeding 10 mg daily of prednisone equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of trial treatment (with the exception of daily dexamethasone ≤ 4 mg). * Uncontrolled intercurrent illness including, but not limited to, ongoing or active infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac arrhythmia, uncontrolled hypertension, or psychiatric illness/social situations that would limit compliance with study requirements. * Has an active autoimmune disease requiring systemic treatment within the past 2 years (i.e. with use of disease modifying agents, corticosteroids, or immunosuppressive drugs). Replacement therapy (e.g. thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment. * Has a history of (non-infectious) pneumonitis/interstitial lung disease that required steroids or current pneumonitis/interstitial lung disease. * Pregnant and/or breastfeeding. Patient must have a negative serum or urine pregnancy test within 72 hours of study entry. * Known history of hepatitis B (e.g.,defined as hepatitis B surface antigen \[HBsAg\] reactive) or known active hepatitis C virus (e.g.,defined as HCV RNA \[qualitative\] is detected) infection. * Known history of active TB (bacillus tuberculosis). * Known history of HIV (HIV 1/2 antibodies).