HDCRT Plus Pembrolizumab in Advanced Malignancies

Inclusion Criteria: * Subjects must have a histologically or cytologically proven advanced solid tumor malignancy for which palliative radiation is recommended. In solid tumors where pembrolizumab has been approved for use, patients may receive pembrolizumab as indicated, in the context of this protocol. In solid tumors where pembrolizumab has not been approved for use, the following criteria apply: * Patients must be resistant to at least 1 prior conventional chemotherapy regimen or other standard of care regimen, * Patient must have no remaining conventional treatment options proven to provide long-term disease control, and * Patient has declined other conventional treatment options * Palliative radiation therapy may be recommended for primary tumor and/or any metastatic site that is accessible to biopsy. * At least one site of disease that is accessible to radiation and multiple biopsies. Subjects may have disease that is encompassed within the radiation field or may have known disease both inside and outside of the radiation field. * Must be able to provide tissue from 2-3 separate biopsy procedures that will be completed throughout the course of the study. * A performance status of 0, 1 or 2 on the ECOG Performance Scale. * Subjects must demonstrate adequate organ function. * A life expectancy ≥ 6 months. Exclusion Criteria: * Requires urgent treatment with cytotoxic chemotherapy or other therapy is indicated. * A diagnosis of immunodeficiency. * A known history of active TB (Bacillus Tuberculosis). * Known active central nervous system (CNS) metastases and/or carcinomatous meningitis. Subjects with untreated brain metastases and patients who have had brain metastases re-treated with radiation will be excluded. Patients whom have either midline shift, or any signs of herniation (even if disease has been treated with GK) will be excluded. Subjects with previously treated brain metastases may participate provided they are 1) stable (without clinical evidence of progression) 2) are out at least 10 days from CNS radiation and 3) and are not using steroids as part of treatment for their brain lesions for at least 7 days prior to trial treatment. This exception does not include carcinomatous meningitis which is excluded regardless of clinical stability. * Active autoimmune disease that has required systemic treatment in the past 2 years. * A history of (non-infectious) pneumonitis that required steroids or current pneumonitis. * An infection requiring systemic therapy. * Pregnancy. * HIV positivity. * Evidence of active Hepatitis B virus or Hepatitis C virus. * Significant cardiovascular disease including unstable angina pectoris, uncontrolled hypertension, uncontrolled arrhythmias, or severe valvular heart disease, or a myocardial infarction within 6 months prior to the first dose of study treatment. * Active bleeding disorders or evidence of chronic or acute disseminated intravascular coagulation (DIC). * Class III or IV heart disease (New York Heart Association classification).