PD-1 Inhibition in Advanced Myeloproliferative Neoplasms

Inclusion Criteria: * Be willing and able to provide written informed consent/assent for the trial. * Be ≥ 18 years of age on day of signing consent. * Must have a diagnosis of chronic phase (CP) (defined as peripheral blood and bone marrow \<10% blasts) primary myelofibrosis (PMF) or post essential thrombocythemia (post-ET) or polycythemia vera (post-PV) myelofibrosis by World Health Organization (WHO) criteria OR a diagnosis of a myeloproliferative neoplasm in accelerated/blast phase (MPN-AP/BP) defined as either a peripheral blood or bone marrow with =10% blasts . * If the diagnosis is MF-CP, must have Dynamic International Prognostic Scoring System (DIPSS) intermediate-2/high risk disease and either be intolerant/resistant to ruxolitinib as determined by the treating investigator or ineligible for ruxolitinib therapy as determined by the treating investigator . * If the diagnosis is MPN-AP/BP, must have progressive/resistant disease after treatment with a DNMT1 inhibitor therapy (azacytidine, decitabine) as determined by the treating investigator . * Either not eligible or unwilling to proceed with hematopoietic stem cell transplantation (HSCT) * Have a performance status of 0 or 1 on the ECOG Performance Scale. * Demonstrate adequate organ function as defined in Table 1, all screening labs should be performed within 10 days of treatment initiation. * Female subject of childbearing potential should have a negative urine or 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 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 (Reference Section 5.7.2). Subjects of childbearing potential are those who have not been surgically sterilized or have not been free from menses for \> 1 year. * 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. 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. * Is or has an immediate family member (e.g., spouse, parent/legal guardian, sibling, or child) who is investigational site or sponsor staff directly involved with this trial, unless prospective IRB approval (by chair or designee) is given allowing exception to this criterion for a specific subject. * 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 (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. 1. Note: Subjects with = Grade 2 neuropathy are an exception to this criterion and may qualify for the study. 2. 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 or squamous cell carcinoma of the skin that has undergone potentially curative therapy or in situ cervical cancer. * 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 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, or anti-PD-L2 agent. "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 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. Note: 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.