MK-3475/BCG in High Risk Superficial Bladder Cancer

Inclusion Criteria: 1.Willing and able to provide written informed consent/assent. 2.18 years of age. 3.Have pathologically documented high grade transitional cell superficial bladder cancer (Ta, T1) at time of restaging, or have pathologically documented high grade CIS of the bladder at time of initial resection for recurrent/persistent high risk transitional cell superficial bladder cancer. 4.Recurrent/persistent disease despite 2 Induction Intravesical Therapy Courses given within 12 months (with BCG being one of them), or despite one induction BCG treatment in addition to at least one maintenance course of BCG 5.Have provided tissue from an archival tissue sample or newly obtained core or excisional biopsy of a tumor lesion. 6.ECOG performance status of 0-2. 7.Demonstrate adequate organ function 8.Female subject of childbearing potential should have a negative urine or serum pregnancy. 9.Female subjects of childbearing potential should be willing to use 2 methods of birth control or abstain from heterosexual activity for the course of the study through 120 days after the last dose of study medication 10.Male subjects should agree to use an adequate method of contraception starting with the first dose of study therapy through 120 days after the last dose of study therapy. Exclusion Criteria: 1. Currently has active or progressive metastatic disease. 2. Currently participating in or has participated in a study of an investigational agent or using an investigational device within 4 weeks of the first dose of treatment. 3. Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of trial treatment. 4. Prior monoclonal antibody within 4 weeks prior to study Day 1 or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to agents administered more than 4 weeks earlier. 5. Prior systemic chemotherapy, targeted small molecule therapy, or radiation therapy for bladder cancer. 6. If subject received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting therapy. 7. Known additional malignancy that is progressing or requires active treatment. 8. Active autoimmune disease that has required systemic treatment in past 2 years. 9. Has evidence of interstitial lung disease or active, non-infectious pneumonitis. 10. Active infection, including a concurrent febrile illness, requiring systemic therapy. 11. 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. 12. Known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial. 13. Is pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the trial, starting with the pre-screening or screening visit through 4 months after the last dose of trial treatment. 14. Has received prior therapy with an anti-PD-1, anti-PD-L1, anti-PD-L2, 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) including anti-CD40 and anti-OX40 antibodies. 15. Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies). 16. Has known active Hepatitis B (e.g., HBs Ag reactive) or Hepatitis C (e.g., HCV RNA \[qualitative\] is detected). 17. Has known active tuberculosis. Subjects will not be specifically tested for the study; however, subjects that are tested within 28 days of beginning study or while on study and test positive with the PPD test before treatment should have active tuberculosis ruled out before therapy begins for their superficial bladder cancer. 18. Has received a live vaccine within 30 days prior to the first dose of trial treatment. 19. Has an active urinary tract infection, gross hematuria, or known broken mucosal barrier of the bladder. 20. Less than 14 days post bladder biopsy, TUR, or traumatic catheterization. 21. Evidence of muscle invasive bladder cancer, or transitional cell carcinoma of the upper urinary tract