Low-dose Interleukin-2 and Pembrolizumab in Melanoma and Renal Cell Cancer

Main Inclusion Criteria * Stage IV or unresectable stage III malignant melanoma or renal cell carcinoma. * Melanoma * Patients must have failed anti-PD-1/PD-L1 antibody therapy. * Patients must have failed ipilimumab or be intolerant of ipilimumab and therefore unable to receive ipilimumab. * Patients may, but are not obligated, to have failed high- dose IL2. * BRAF status must be known or unable to be performed. If the melanoma expresses a BRAF mutation of V600E, V600K, or V600R patient must have received and progressed through a BRAF inhibitor or have failed that therapy due to toxicity. * Renal Cell Carcinoma * Patients must have failed anti-PD-1/PD-L1 antibody therapy. * Patients must have failed a VEGF pathway inhibitor and a second tyrosine kinase inhibitor. * Patients may, but are not obligated, to have failed high- dose IL2. * Measurable disease based upon RECIST 1.1. * Subjects with brain metastases will be eligible if the following are true: * Subjects with ≤ 3 brain metastases * All metastases are ≤ 3 cm * All metastases have been treated and are asymptomatic * Steroids are not required for management of the brain metastases * All metastases have been stable for 1 month following treatment * Subjects with \> 3 brain metastases * All metastases are ≤ 3 cm * All metastases have been treated and are asymptomatic * Steroids are not required for management of the brain metastases * All metastases have been stable for 6 months following treatment * Performance status: ECOG 0-1. * Adequate organ function. * Ability to provide informed consent. Main Exclusion Criteria: * Pregnancy * 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 primary or secondary immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy within 3 weeks prior to the first dose of trial treatment. Replacement doses of steroids are permitted. * Known history of active TB (Bacillus Tuberculosis) * Hypersensitivity to pembrolizumab or any of its excipients. * Known additional malignancies (exceptions DCIS or LCIS, basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or in situ cervical cancer that has undergone potentially curative therapy). * Prior anti-cancer monoclonal antibody (mAb) within 3 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 3 weeks earlier. * 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. * Known carcinomatous meningitis. * Active autoimmune disease that has required systemic treatment in the past 2 years. Patients may be eligible if they have the following autoimmune diseases: thyroiditis or hypothyroidism, mild arthritis, diabetes, resolved hypophysitis, ulcerative colitis after total abdominal colectomy. * Active infection requiring systemic therapy. * Known psychiatric or substance abuse disorders. * Known history of Human Immunodeficiency Virus (HIV). * Known active Hepatitis B virus (HBV) or Hepatitis C virus (HCV). * Has received a live vaccine within 30 days of planned start of study therapy. * Severe chronic pulmonary disease. * Congestive heart failure, angina, or symptomatic cardiac arrhythmia or is classified according to the New York Heart Association classification as having Class III or IV heart disease. * History of (non-infectious) pneumonitis that required steroids or current pneumonitis.