Pembrolizumab Combined With PLD For Recurrent Platinum Resistant Ovarian, Fallopian Tube Or Peritoneal Cancer

Inclusion Criteria: * Be willing and able to provide written informed consent/assent for the trial. * Be 18 years of age on day of signing informed consent. * Have measurable disease based on RECIST 1.1 criteria. * Have a histologically confirmed diagnosis of epithelial ovarian cancer, fallopian tube or peritoneal cancer. All histologies of epithelial ovarian cancer are eligible except for carcinosarcomas. * Patients must have had one prior platinum-based chemotherapeutic regimen for management of primary disease containing carboplatin, cisplatin, or another organoplatinum compound. This initial treatment may have included intraperitoneal therapy, consolidation, biologic/targeted (non-cytotoxic) agents (e.g., bevacizumab) or extended therapy administered after surgical or non-surgical assessment. * Patients must have platinum resistant cancer with a platinum free interval of \< 6 months. Progression after last platinum is based on investigator assessment. * Patients are allowed to receive, but are not required to receive, up to two additional cytotoxic regimens for management of recurrent or persistent disease, with no more than 1 non-platinum, non-taxane regimen. * Patients are allowed to receive, but are not required to receive, biologic/targeted (non-cytotoxic) therapy as part of their primary treatment regimen. For the purposes of this study, Poly (ADP-ribose) polymerase (PARP) inhibitors will be considered "cytotoxic." Patients are allowed to receive, but are not required to receive, PARP inhibitors for management of primary or recurrent/persistent disease (either alone or in combination with cytotoxic chemotherapy). Single agent hormonal therapies will not be counted as a line of treatment. * Have adequate tissue from an archived specimen of ovarian cancer (between 10 to 15 slides of unstained tumor). * Have a performance status of 0 or 1 on the ECOG Performance Scale (Appendix A). * Demonstrate adequate organ function as defined in Table 1, all screening labs must be performed within 10 days of treatment initiation. 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 or ≥5.6 mmol/L without transfusion or EPO dependency (within 7 days of assessment) * Renal * Serum creatinine OR * Measured or calculated creatinine clearance (GFR can also be used in place of creatinine or CrCl) ≤1.5 X upper limit of normal (ULN) OR ≥60 mL/min for participant with creatinine levels \> 1.5 X institutional ULN * Hepatic * Serum total bilirubin ≤ 1.5 X ULN OR Direct bilirubin ≤ ULN for participants with total bilirubin levels \> 1.5 ULN * AST (SGOT) and ALT (SGPT) ≤ 2.5 X ULN OR ≤ 5 X ULN for participants with liver metastases * Albumin \>2.5 mg/dL * Coagulation * International Normalized Ratio (INR) or Prothrombin Time (PT) * Activated Partial Thromboplastin Time (aPTT) ≤1.5 X ULN unless participant is receiving anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use of anticoagulants ≤1.5 X ULN unless participant is receiving anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use of anticoagulants aCreatinine clearance should be calculated per institutional standard. * Female participants of childbearing potential must have a negative 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 participants of childbearing potential must 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. Participants of childbearing potential are those who have not been surgically sterilized or have not been free from menses for \> 1 year. 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. * Patients cannot have primary platinum refractory cancer, i.e. documented cancer progression while receiving platinum or within one month of receipt of a platinum based regimen. * Has received a prior anthracycline chemotherapy either for ovarian cancer treatment or another previous malignancy. * Left ventricular ejection fraction (LVEF) defined by multigated acquisition (MUGA) or echocardiogram which is below the institutional lower limit of normal prior to starting study treatment. * Has a known history of active TB (Bacillus Tuberculosis) * Hypersensitivity to pembrolizumab or any of its excipients and/or liposomal doxorubicin. * Has had a prior anti-cancer monoclonal antibody (mAb) 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: Participants with \< Grade 2 neuropathy are an exception to this criterion and may qualify for the study. * Note: If participant underwent 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. In addition, patients cannot have been diagnosed with another malignancy within 3 years of starting treatment. Exceptions include basal cell carcinoma of the skin or squamous cell carcinoma of the skin that has undergone potentially curative therapy or in situ cervical cancer. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. Participants with previously treated brain metastases may participate provided they are stable (without evidence of progression by imaging for at least four weeks prior to the first dose of trial treatment and any neurologic symptoms have returned to baseline), have no evidence of new or enlarging brain metastases, and are not using steroids for at least 7 days prior to trial treatment. This exception does not include clinically active and significant carcinomatous meningitis which is excluded regardless of clinical stability. * 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 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 participant's participation for the full duration of the trial, or is not in the best interest of the participant 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 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, 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. * Seasonal influenza vaccines for injection are generally inactivated flu vaccines and are allowed; however intranasal influenza vaccines (e.g., Flu-Mist®) are live attenuated vaccines, and are not allowed.