Neoadjuvant Pembrolizumab in Combination With Gemcitabine Therapy in Cis-eligible/Ineligible UC Subjects

Inclusion Criteria: * Be willing and able to provide written informed consent for the trial. * Over 18 years of age on day of signing informed consent. * ECOG PS ≤ 2; please see protocol for specific details regarding ECOG PS for each cohort. * Have histologically confirmed muscle invasive disease of the urinary bladder. For subjects who have tumors limited to the upper tract including renal pelvis or ureters, muscle invasive disease does not need to be pathologically proven, and a CT urogram must be performed (MRI is not acceptable to meet this criterion). To be eligible, subjects with upper tract tumors of the renal pelvis and ureter(s) must meet a high risk assessment defined as: tumor ≥ 1cm and/or hydronephrosis and/or high grade pathology and/or multifocal disease, where a radical NU approach to treat localized disease is warranted. * Histology must be urothelial carcinoma (transitional cell carcinoma) or urothelial carcinoma with mixed histology/features. * Clinical stage cT2-4aN0M0. Please see exclusion criteria for acceptable N0 determination/lymph node size. * Have a surgical evaluation that documents the plan for multimodality therapy with a consolidative radical cystectomy or nephroureterectomy. NOTE on surgical intent: Criteria for acceptable surgical risk are not defined and per treating urologist. Minimum guidance on surgical intent includes subjects who do not have significant cardiovascular disease such as NHYA class III or IV heart failure, unstable arrhythmias or angina, active CAD, and/or EF\<25%. Specific diagnostic testing to determine surgical intent is not required and per treating urologist or oncologist discretion. * Having an archived tumor block available to submit 11 unstained slides for PD-L1 expression, basal and luminal subtype analysis is MANDATORY for subjects with bladder cancer (optional for those with tumors limited to the upper tract if sufficient tissue is not available). If slides are not available, a biopsy is strongly encouraged to obtain tissue for submission (See Study Procedures Manual for collection, labeling and shipping instructions). * Subjects on full dose anticoagulants must be on a stable regimen of warfarin or low molecular weight heparin (LMWH) for at least two weeks. * Demonstrate adequate organ function as defined below: All screening labs should be performed within 28 days of study registration. * System * Hematological * Absolute neutrophil count (ANC): ≥1500 / mcL * Absolute lymphocyte count: ≥350 mcL * Platelets: ≥100,000/mcL * Hemoglobin: ≥9 g/dL or ≥5.6 mmol/L * Renal ---Measured or calculated creatinine clearance: ≥30 mL/min * Hepatic * Serum total bilirubin: ≤1.25 X ULN OR ≤2.5xULN for subjects with Gilbert's disease * AST(SGOT) and ALT(SGPT): ≤2 X ULN * Coagulation * International Normalized Ratio (INR) or Prothrombin Time (PT): ≤1.5 X ULN unless subject 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 and as long as PT or PTT is within therapeutic range of intended use of anticoagulants * Female subjects of childbearing potential must have a negative urine or serum pregnancy test within 72 hours prior to study registration. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test is required. * Female subjects of childbearing potential must be willing to use 2 methods of birth control, be surgically sterile, or abstain from heterosexual intercourse for the course of the study and through 120 days after the last dose of study medication. NOTE: Subjects of childbearing potential are those who have not been surgically sterilized or have not been free from menses for \> 1 year. * Male subjects must agree to use a barrier method of male contraception starting with the first dose of study therapy and through 120 days after the last dose of study therapy. COHORT I - CISPLATIN-ELIGIBLE: In addition to the inclusion criteria listed above, Cohort I subjects must satisfy all of the following criteria: * Glomerular filtration rate (GFR) or creatinine clearance (Ccr) ≥ 50 mL/min. (24 hour urine preferred). The cisplatin dose will be split over two days for values between 50-59 mL/min * ECOG PS 0, 1 (and not 2) * Hearing impaired ≤ grade 1 (may or may not be enrolled in a monitoring program) * Peripheral neuropathy ≤grade 1 COHORT II - CISPLATIN-INELIGIBLE: In addition to the inclusion criteria listed above, Cohort II subjects must also meet any ONE of the following criteria: * GFR or Ccr: 30-49 (24 hour urine preferred). * ECOG PS 2 * Hearing impaired ≥grade 2 as assessed by treating physician (may or may not be enrolled in a monitoring program). * Peripheral neuropathy of Grade 2-4 Exclusion Criteria: Subjects may not have any of the following: * A non-surgical approach recommended by the treating urologist due to any reason. Criteria for surgical intent are not defined and, rather, suitability is determined and documented by the subject's treating urologist. Minimum guidance on surgical intent includes subjects who do not have significant cardiovascular disease such as NHYA class III or IV heart failure, unstable arrhythmias or angina, active CAD, and/or EF\<25%. Specific cardiopulmonary diagnostic testing to determine surgical intent is not required and per treating urologist or oncologist discretion. * Has abdomino-pelvic short axis lymph node of ≥15mm without biopsy. NOTE: A subject with a staging biopsy proving a non-neoplastic process/N0 will meet inclusion. * Subjects with disease that is limited to the upper tract urothelial cancer and is considered low risk defined as: unifocal disease and tumor size \<1cm, and low grade cytology, and without an invasive aspect on CT-urography. * Is currently participating in or has participated in a study of an investigational agent or using an investigational device within 28 days prior to study registration. * Has a diagnosis of immunodeficiency or received systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to study registration. Subjects on steroids for physiologic replacement due to a non-cancer related cause would not be excluded. * Has had a prior monoclonal antibody ≤ 28 days prior to study registration or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to agents administered more than 28 days earlier. * Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy for urothelial carcinoma. * Has a known additional malignancy that is progressing or required treatment ≤ 48 months of study registration. Exceptions include basal cell carcinoma of the skin, squamous cell carcinoma of the skin, in situ cervical cancer that has undergone potentially curative therapy, stable (as defined by PSA change, checked within 30 days) and untreated very low-risk or low-risk prostate cancer defined by current NCCN guidelines. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. Brain imaging is not required and per discretion of treating physician. * Has an active autoimmune disease requiring systemic treatment within the past 3 months or a documented history of clinically severe autoimmune disease, or a syndrome that requires systemic steroids or immunosuppressive agents. NOTE: Subjects with vitiligo or resolved childhood asthma/atopy would be an exception. Subjects that require intermittent use of bronchodilators or local steroid injections would not be excluded from the study. Subjects with hypothyroidism stable on hormone replacement or Sjogren's syndrome will not be excluded from the study. * Has known evidence of interstitial lung disease or active, non-infectious pneumonitis. * Has an active infection requiring systemic therapy. * Has a 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. * Has known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial. * 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 120 days after the last dose of trial treatment. * Has received therapy with hematopoietic growth factor such as G-CSF or GM-CSF in the 14 days prior to registration. * 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). * Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies). * Has known active Hepatitis B (e.g., HBsAg reactive) or Hepatitis C (e.g., HCV RNA \[qualitative\] is detected). * Has received a live vaccine within 30 days prior to the first dose of trial treatment. NOTE: Examples of live vaccines include, but are not limited to, the following: measles, mumps, rubella, chicken pox, yellow fever, rabies, BCG, and typhoid (oral) vaccines. Seasonal influenza vaccines for injection are generally killed virus vaccines and are allowed; however intranasal influenza vaccines (e.g., Flu-Mist®) are live attenuated vaccines, and are not allowed.