Evaluating the Combination of MK-3475 and Sterotactic Body Radiotherapy in Patients With Metastatic Melanoma or NSCLC

Inclusion Criteria: * Be willing and able to provide written informed consent/assent for the trial. * Have metastatic melanoma or NSCLC, or locally advanced NSCLC not suitable for curative-intent local therapy. * For melanoma patients and NSCLC patients treated with prior anti-PD-1 therapy, patients must have received prior PD-1 therapy and have progressed (irPD) by irRC. * Have 2 or more measurable sites of disease as defined by either RECIST 1.1, or cutaneous lesions at least 1 cm in greatest dimension * Have at least one site of disease that is considered potentially suitable for treatment with SBRT * Have provided tissue from an archival or newly obtained tissue sample of a tumor lesion, sufficient for analysis of PD-L1 and other biomarkers. Patients who have had PD-L1 analysis previously performed at Merck can substitute earlier analysis results and are not required to submit additional tissue for PD-L1 testing. Expression of PD-L1 is NOT required for study entry. * Have a performance status of 0, 1 or 2 on the ECOG Performance Scale. * Demonstrate adequate organ function as defined in Table 1, all screening labs should be performed within 28 days of protocol treatment. Table 1. Adequate Organ Function Laboratory Values (System/Laboratory Value) Hematological * Absolute neutrophil count (ANC) ≥1,500 /mcL * Platelets ≥100,000 / mcL * Hemoglobin ≥9 g/dL Renal * Measured or calculated creatinine\*\* clearance ≤1.5 X upper limit of normal (ULN) * (GFR can also be used in place of creatinine or CrCl) ≥60 mL/min for subject with creatinine levels \> 1.5 X institutional ULN Hepatic * Serum total bilirubin ≤ 1.5 X ULN OR * Direct bilirubin Direct bilirubin ≤ ULN for subjects with total bilirubin levels \> 1.5 ULN * AST (SGOT) and ALT (SGPT) ≤ 2.5 X ULN OR ≤ 5 X ULN for subjects with liver metastases \*\*(Creatinine clearance should be calculated per institutional standard. ) * Female subject of childbearing potential should have a negative urine or serum pregnancy within 72 hours prior to receiving the first dose of study medication. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required. * Female subjects of childbearing potential should be willing to use 2 methods of birth control or be surgically sterile, or abstain from heterosexual activity for the course of the study through 120 days after the last dose of study medication (Reference Section 5.7.2). Subjects of childbearing potential are those who have not been surgically sterilized or have not been free from menses for \> 1 year. * 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: * Has had radiation therapy within 2 weeks of the first protocol treatment. * Is currently participating in or has participated in a study of an investigational agent or using an investigational device within 2 weeks of the first protocol treatment. * Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy within 2 weeks of the first protocol treatment. The use of low-dose steroids for management of chronic conditions is allowed. * Non-small cell lung cancer patients enrolling to MK-3475 as first protocol therapy (no prior anti-PD-1 therapy): Has had a prior monoclonal antibody within 4 weeks prior to first protocol treatment or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to agents administered more than 4 weeks earlier. * Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy within 2 weeks of the first protocol treatment or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to a previously administered agent. * Note: Subjects with ≤ Grade 2 neuropathy are an exception to this criterion and may qualify for the study. * Note: Patients who have had prior treatments with Tyrosine Kinase Inhibitors (e.g. Tarceva) require only a 72-hour washout period prior to starting protocol treatment. * Has a known additional malignancy that is progressing or requires active treatment. Exceptions include basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or in situ cervical cancer that has undergone potentially curative therapy. * Has known active and untreated brain (CNS) metastases and/or carcinomatous meningitis. Subjects with previously treated brain metastases may participate. * 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. Subjects with vitiligo or resolved childhood asthma/atopy would be an example of an exception to this rule. Subjects that require intermittent use of bronchodilators or local steroid injections would not be excluded from the study. Those with a history of hypothyroidism who are now stable on hormone replacement will not be excluded. Those with Sjorgen's syndrome will not be excluded from the study. * Has a history of (non-infectious) pneumonitis that required steroids, current pneumonitis or evidence of interstitial lung disease. * Has an active infection requiring systemic therapy. * 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 screening visit through 120 days after the last dose of trial treatment. * 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 protocol treatment.