Pembrolizumab and Recombinant Interleukin-12 in Treating Patients With Solid Tumors

Inclusion Criteria: * Patients must have histologically confirmed malignancy that is metastatic or unresectable * Eligibility is restricted to patients who have tumors for which there is a Food and Drug Administration (FDA)-approved indication for anti-PD-(L)1 therapy. Patients must have received and have progressed past anti-PD(L)1 singly or in combination. There is no restriction on the number of prior lines of therapy. Anti-PD-(L)1 therapy need not be the most recent therapy received * NOTE: Prior to slot reservation, sites must provide the following information to ETCTN10061@upmc.edu for study chair review: histology, nature of prior therapy (therapies) and indication for prior PD-(L)1 therapy * Age \>= 18 years * Because no dosing or adverse event data are currently available on the use of pembrolizumab (MK-3475) in combination with rhIL-12 in patients \< 18 years of age, children are excluded from this study, but will be eligible for future pediatric trials * Eastern Cooperative Oncology Group (ECOG) performance status =\< 1 (Karnofsky \>= 70%) * Life expectancy of greater than 12 weeks * Leukocytes \>= 2,000/mcL (within 28 days of treatment initiation) * Absolute neutrophil count \>= 1,500/mcL (within 28 days of treatment initiation) * Platelets \>= 100,000/mcL (within 28 days of treatment initiation) * Hemoglobin \>= 9 g/dL OR \>= 5.6 mmol/L (within 28 days of treatment initiation) * Serum total bilirubin =\< upper limit of normal (ULN) OR direct bilirubin =\< ULN for patients with total bilirubin levels \> ULN; (except patients with Gilbert's syndrome, who must have a total bilirubin less than 3.0 mg/dL) (within 28 days of treatment initiation) * Aspartate aminotransferase (AST) serum glutamic-oxaloacetic transaminase (SGOT)/alanine aminotransferase (ALT) serum glutamate pyruvate transaminase (SGPT) =\< 2.5 x institutional ULN (within 28 days of treatment initiation) * Serum creatinine =\< 1.5 x ULN OR measured or calculated creatinine clearance (CrCl) (glomerular filtration rate \[GFR\] can also be used in place of creatinine or CrCl) \>= 60 mL/min for subject with creatinine levels \> 1.5 x institutional ULN (within 28 days of treatment initiation) * Creatinine clearance should be calculated per institutional standard * International normalized ratio (INR) or prothrombin time (PT) =\< 1.5 x ULN unless subject is receiving anticoagulant therapy as long as (PT) or partial thromboplastin time (PTT) is within therapeutic range of intended use of anticoagulants (within 28 days of treatment initiation) * Activated partial thromboplastin time (aPTT) =\< 1.5 x ULN unless subject is receiving anticoagulant therapy as long as prothrombin time (PT) or partial thromboplastin time (PTT) is within therapeutic range of intended use of anticoagulants (within 28 days of treatment initiation) * Willingness to undergo tumor biopsies at three timepoints: (1) pre-treatment; (2) after one week of rhIL12; and (3) after 2 cycles of pembrolizumab (MK-3475)-interleukin (IL) 12 (i.e., approximately 7 weeks from the first dose of rhIL-12) * At each timepoint, a core biopsy is preferable (although in suitable patients, punch biopsy may be substituted) * Cytopathologist should be present to ensure adequacy of tumor biopsy sample * At least 4 16 gauge (G) core biopsies are to be obtained and triaged * Pre-treatment biopsy can be substituted with an archival tissue sample if the sample is * Adequate (capable of providing at least 20 unstained slides); and * Recent (within 8 weeks of study entry); and * Patient has not had any intervening therapy * Patients must have measurable disease based on RECIST 1.1 * The effects of pembrolizumab (MK-3475) and/or rIL-12 on the developing human fetus are unknown; for this reason, women of child-bearing potential and men must agree to use adequate contraception (hormonal or barrier method of birth control; abstinence) prior to study entry and for the duration of study participation * Female patients of childbearing potential should have a negative urine or serum pregnancy test 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 patients 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; patients of childbearing potential are those who have not been surgically sterilized or have not been free from menses for \> 1 year * Should a woman become pregnant or suspect she is pregnant while she is participating in this study, she should inform her treating physician immediately * Men treated or enrolled on this protocol must also agree to use adequate contraception prior to the study, for the duration of study participation, and 4 months after completion of pembrolizumab (MK-3475) and/or rhIL-12 administration * Ability to understand and the willingness to sign a written informed consent document * Patients who are human immunodeficiency virus (HIV) positive may participate IF they meet the following eligibility requirements: * They must be stable on their anti-retroviral regimen, and they must be healthy from an HIV perspective * They must have an undetectable viral load * They must have a CD4 count of greater than 250 cells/mcL * They must not be receiving prophylactic therapy for an opportunistic infection Exclusion Criteria: * Patients with a secondary active hematological malignancy including but not limited to chronic lymphocytic leukemia (CLL)/small lymphocytic lymphoma (SLL), Hodgkins lymphoma, non-Hodgkins lymphoma (NHL) * NOTE: Patients with a history of hematological malignancy that was previously treated and resolved may be enrolled if otherwise meeting inclusion/exclusion (I/E) criteria * Patients with a prior history of autoimmune cytopenias of any etiology including hemolytic anemia, (AIHA), idiopathic thrombocytopenia purpura (ITP), and/or other cytopenia are excluded * NOTE: This exclusion is regardless of whether or not this cytopenia(s) required prior therapy * Patients who have had chemotherapy, targeted small molecule therapy, or radiotherapy within 4 weeks (6 weeks for nitrosoureas or mitomycin C) prior to first dose of trial treatment, or those who have not recovered from adverse events due to agents administered more than 4 weeks earlier * Note: Patients with =\< grade 2 neuropathy are an exception to this criterion and may qualify for the study * Note: If patients received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting therapy * Patients who are currently participating in or have participated in a study of an investigational agent or using an investigational device within 4 weeks of the first dose of trial 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 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 (AEs) due to agents administered more than 4 weeks earlier; non-clinically significant adverse events may be considered as an exception after discussion with and approval by the principal investigator * 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 * Patients with known active and untreated brain metastases should be excluded from this clinical trial because of their poor prognosis and because they often develop progressive neurologic dysfunction that would confound the evaluation of neurologic and other adverse events * Patients with primary brain tumors or carcinomatous meningitis should also be excluded * Patients with previously treated brain metastases may participate provided they are stable (without evidence of progression by imaging for at least 4 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 requiring steroids for at least 7 days prior to trial treatment * History of allergic reactions attributed to compounds of similar chemical or biologic composition to pembrolizumab (MK-3475) and/or rhIL-12 or other agents used in study * 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; patients with vitiligo or resolved childhood asthma/atopy would be an exception to this rule; patients that require intermittent use of bronchodilators or local steroid injections would not be excluded from the study; patients with hypothyroidism stable on hormone replacement or Sjogren's syndrome will not be excluded from the study * 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 * Patients on any systemic corticosteroid therapy within one week before the planned date for first dose on study would not be eligible; exception: patients on physiologic replacement doses of corticosteroids are permitted * Uncontrolled intercurrent illness including, but not limited to, ongoing or active infection, interstitial lung disease or active, non-infectious pneumonitis, symptomatic congestive heart failure, unstable angina pectoris, cardiac arrhythmia, or psychiatric illness/social situations that would limit compliance with study requirements * 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; pregnant women are excluded from this study because pembrolizumab (MK-3475) is an agent with the potential for teratogenic or abortifacient effects; because there is an unknown but potential risk for adverse events in nursing infants secondary to treatment of the mother with pembrolizumab (MK-3475), breastfeeding should be discontinued if the mother is treated with pembrolizumab (MK-3475); these potential risks may also apply to other agents used in this study; pembrolizumab (MK-3475) may have adverse effects on a fetus in utero; furthermore, it is not known if pembrolizumab (MK-3475) has transient adverse effects on the composition of sperm * Men and non-pregnant, non-breast-feeding women may be enrolled if they are willing to use 2 methods of birth control or are considered highly unlikely to conceive; highly unlikely to conceive is defined as 1) surgically sterilized, or 2) postmenopausal (a woman who is \>= 45 years of age and has not had menses for greater than 2 years will be considered postmenopausal), or 3) not heterosexually active for the duration of the study; the two birth control methods can be barrier method or a barrier method plus a hormonal method to prevent pregnancy; patients should start using birth control from study visit 1 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) * Patients should be informed that taking the study medication may involve unknown risks to the fetus (unborn baby) if pregnancy were to occur during the study; in order to participate in the study they must adhere to the contraception requirement (described above) for the duration of the study and during the follow-up period; if there is any question that a patient will not reliably comply with the requirements for contraception, that patient should not be entered into the study * Pregnancy: If a patient inadvertently becomes pregnant while on treatment with pembrolizumab (MK-3475), the patient will immediately be removed from the study; the site will contact the patient at least monthly and document the patient's status until the pregnancy has been completed or terminated; the outcome of the pregnancy will be reported without delay and within 24 hours if the outcome is a serious adverse experience (e.g., death, abortion, congenital anomaly, or other disabling or life-threatening complication to the mother or newborn); the study investigator will make every effort to obtain permission to follow the outcome of the pregnancy and report the condition of the fetus or newborn; if a male patient impregnates his female partner the study personnel at the site must be informed immediately and the pregnancy reported and followed * It is unknown whether pembrolizumab (MK-3475) is excreted in human milk; since many drugs are excreted in human milk, and because of the potential for serious adverse reactions in the nursing infant, patients who are breast-feeding are not eligible for enrollment * Has known active hepatitis B (e.g., hepatitis B surface antigen \[HBsAg\] reactive) or hepatitis C (e.g., hepatitis C virus \[HCV\] ribonucleic acid \[RNA\] \[qualitative\] is detected) * Has received a live vaccine within 30 days prior to the first dose of trial treatment