Study of the Effects of Pembrolizumab in Patients With Advanced Solid Tumors

Inclusion Criteria: * Be willing and able to provide written informed consent/assent for the trial. * Be 18 years of age or older on day of signing informed consent. * Have histologically or cytologically-documented, locally-advanced, or metastatic solid malignancy that is incurable and has either (a) failed prior standard therapy, (b) for which no standard therapy exists, or (c) standard therapy is not considered appropriate by the patient and treating physician. There is no limit to the number of prior treatment regimens. * Have one of the following advanced (unresectable and/or metastatic) solid tumor indications: * Squamous cell cancer of head and neck * Triple negative breast cancer * Epithelial ovarian cancer * Malignant melanoma * Advanced solid tumors * Have measurable disease based on Response Evaluation Criteria In Solid Tumors (RECIST) 1.1. * Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion. Patients for whom newly-obtained samples cannot be provided (e.g. inaccessible or patient safety concern) will not be eligible for this study. * Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Scale. * Demonstrate adequate organ function. * Negative pregnancy test for female patients of childbearing potential. * Must use approved methods of birth control during the course of the study and for 120 days after the last dose of study drug. Exclusion Criteria: * Is currently participating and receiving study therapy or has participated in a study of an investigational agent and received study therapy or used an investigational device within 4 weeks of the first dose of treatment. * 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. * Has a known history of active TB (Bacillus Tuberculosis). * Hypersensitivity to pembrolizumab or any of its excipients. * Has had a prior anti-cancer monoclonal antibody (mAb) within 4 weeks prior to study Day 1 or who has not recovered 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 prior to Study Day 1 or who has not recovered from adverse events due to a previously administered agent. * Has a known additional malignancy that is progressing or requires active treatment. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. * Has active autoimmune disease that has required systemic treatment in the past 2 years * Has known history of, or any evidence of 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 patient's participation for the full duration of the trial, or is not in the best interest of the patient 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 screening visit through 120 days after the last dose of trial treatment. * Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent. * 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 of planned start of study therapy.