Phase 2 Study of Pembrolizumab in Combination With Gemcitabine and Cisplatin as Neoadjuvant Therapy

Inclusion Criteria: * Be able to give written IRB approved informed consent and be able to follow protocol requirements. * Be greater than or equal to 18 years of age on day of signing informed consent. * Has a performance status of 0 or 1 on the ECOG Performance Scale * Has histologically confirmed urothelial carcinoma of the bladder; those with mixed histology, including a component of urothelial carcinoma, are eligible. Pure small cell carcinoma, pure adenocarcinoma, and pure squamous cell carcinoma are excluded. * Has clinical stage T2-T4a N0/X M0 urothelial carcinoma. Clinical T stage is based on the pre-study standard of care transurethral resection of the bladder tumor (TURBT) sample and imaging studies. * Has staging scans with abdominal/pelvic CT or MRI scan and CT scan or x-ray of the chest within 4 weeks prior to treatment initiation * Be a medically appropriate candidate for radical cystectomy as determined by an attending urologist and be planning to receive cystectomy. * Has had no prior systemic cytotoxic chemotherapy for urothelial carcinoma (prior intravesicular chemotherapies are permitted) * Patients must have tumor tissue from transurethral resection of the bladder tumor (TURBT) available for submission that is sufficient for correlative testing, and agree to submission of a paraffin block or 20 formalin-fixed paraffin embedded (FFPE) slides of 5-10 microns in thickness. Patients must also agree to submission of tissue from cystectomy. * Demonstrate adequate organ function as defined in the table below; all screening labs should be performed within 10 days of treatment initiation. Hematological Absolute neutrophil count (ANC) ≥1,500 /mcL Platelets ≥100,000 / mcL Hemoglobin ≥9 g/dL or ≥5.6 mmol/L without transfusion or EPO dependency (within 7 days of assessment) Renal Serum creatinine OR Measured or calculated creatinine clearance (CrCL; GFR can also be used in place of creatinine or CrCl) ≤1.5 X upper limit of normal (ULN) OR ≥60 mL/min for subject with creatinine levels \> 1.5 X institutional ULN (Creatinine clearance should be calculated per CKD-EPI equation.) Hepatic Serum total bilirubin ≤ 1.5 X ULN (≤ 3 X ULN if Gilbert's Syndrome) OR Direct bilirubin ≤ ULN for subjects with total bilirubin levels \> 1.5 ULN AST (SGOT) and ALT (SGPT) ≤ 2.5 X ULN Coagulation International Normalized Ratio (INR) or Prothrombin Time (PT) Activated Partial Thromboplastin Time (aPTT) ≤1.5 X ULN unless subject is receiving anticoagulant therapy. If subject receiving anticoagulants, PT or PTT should be within therapeutic range of intended use of anticoagulants * Female subjects of childbearing potential should have a negative urine or serum pregnancy within 72 hours prior to receiving the first dose of pembrolizumab. * 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 Subjects of childbearing potential are those who have not been surgically sterilized or have not been free from menses for \> 1 year. The two birth control methods can be composed of: two barrier methods or a barrier method plus a hormonal method to prevent pregnancy. Subjects should start using birth control from the screening visit and continue throughout the study period up to 120 days after the last dose of study therapy. The following are considered adequate barrier methods of contraception: diaphragm, condom (by the partner), copper intrauterine device, sponge, or spermicide. Appropriate hormonal contraceptives will include any registered and marketed contraceptive agent that contains an estrogen and/or a progestational agent (including oral, subcutaneous, intrauterine, or intramuscular agents). * 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. * Life expectancy greater than 3 months * Consents to whole blood collection prior to initiating therapy and at cystectomy for support of correlative research studies Exclusion Criteria: The subject must be excluded from participating in the trial if the subject meets any of the following: * Is 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 pembrolizumab. * 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. NOTE: see exception to use of systemic steroid as prophylactic anti-emetic prior to cisplatin in section 4.2.2. Inhaled and topical steroids are allowed. * Has a known history of active TB (Bacillus Tuberculosis) * Hypersensitivity to pembrolizumab or any of its excipients. * Has had a 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. * Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy within 2 weeks prior to study Day 1 or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to a previously administered agent. • Note: If subject received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting therapy. * 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 active autoimmune disease that has required systemic treatment in the past 2 years (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (eg., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment. * Has 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 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 received prior radiation therapy to the bladder for the purpose of treating urothelial carcinoma * 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 clinically relevant hearing impairment \> Grade 2 * Has received a live vaccine within 30 days prior to the first dose of trial treatment