Effect of Pembrolizumab and Cisplatin on Metastatic, Locally Recurrent or Inoperable Triple-Negative Breast Cancer

Inclusion Criteria: * Have histologically confirmed diagnosis of metastatic or locally recurrent and inoperable triple negative breast cancer (estrogen receptor \[ER\] \< 10%, progesterone receptor \[PR\] \< 10% and HER2 negative by IHC or fluorescence in situ hybridization \[FISH\]). * Be willing and able to provide written informed consent for the trial. * Have measurable disease based on RECIST 1.1. * Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion. Newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1. Participants for whom newly-obtained samples cannot be provided (e.g. inaccessible or participant safety concern) may submit an archived specimen only upon agreement from the principal investigator. \* Participants that are screening for second course phase (retreatment period) do not need to comply with the tumor tissue collection eligibility criteria. * Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) performance scale. Evaluation of ECOG is to be performed within 10 days prior to the date of treatment initiation. * Absolute neutrophil count (ANC) \>= 1500/uL, performed within 10 days of treatment initiation. * Platelets \>= 100 000/uL, performed within 10 days of treatment initiation. * Hemoglobin \>= 9.0 g/dL or \>= 5.6 mmol/L, performed within 10 days of treatment initiation. * Creatinine =\< 1.5 x upper limit of normal (ULN) OR measured or calculated creatinine clearance (glomerular filtration rate \[GFR\] can also be used in place of creatinine or creatinine clearance \[CrCl\]) \>= 30 mL/min for participant with creatinine levels \> 1.5 x institutional ULN, performed within 10 days of treatment initiation. * Total bilirubin =\< 1.5 x ULN OR direct bilirubin =\< ULN for participants with total bilirubin levels \> 1.5 x ULN, performed within 10 days of treatment initiation. * Aspartate aminotransferase (AST) serum glutamic oxaloacetic transaminase (\[SGOT\]) and alanine aminotransferase (ALT) serum glutamate pyruvate transaminase (\[SGPT\]) =\< 2.5 x ULN (=\< 5 x ULN for participants with liver metastases), performed within 10 days of treatment initiation. * International normalized ratio (INR) OR prothrombin time (PT) =\< 1.5 x ULN unless participant is receiving anticoagulant therapy as long as PT or activated partial thromboplastin time (aPTT) is within therapeutic range of intended use of anticoagulants, performed within 10 days of treatment initiation. * Activated partial thromboplastin time (aPTT) =\< 1.5 x ULN unless participant is receiving anticoagulant therapy as long as PT or aPTT is within therapeutic range of intended use of anticoagulants, performed within 10 days of treatment initiation. * Female participants of childbearing potential should have a negative serum pregnancy test performed at the screening visit and a urine pregnancy test performed on cycle 1 day 1 (within 72 hours of 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. * A female participant is eligible to participate if she is not pregnant, not breastfeeding, and at least one of the following conditions applies: \* Not a woman of childbearing potential (WOCBP), OR \* A WOCBP who agrees to follow the contraceptive guidance during the treatment period and for at least 120 days after the last dose of study treatment. \*\* Note: abstinence is acceptable if this is the usual lifestyle and preferred contraception for the participant. * A male participant must agree to use a contraception during the treatment period and for at least 120 days after the last dose of study treatment and refrain from donating sperm during this period. \* Note: abstinence is acceptable if this is the usual lifestyle and preferred contraception for the participant. Exclusion Criteria: * Has received greater than 3 lines of cytotoxic chemotherapy for metastatic breast cancer. * Documented disease progression on prior cisplatin therapy. * Is currently participating in or has participated in a study of an investigational agent or using an investigational device within 4 weeks of the first dose of treatment. \* Note: participants who have entered the follow-up phase of an investigational study may participate as long as it has been 4 weeks after the last dose of the previous investigational agent. * Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy (in dosing exceeding 10 mg daily of prednisone equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of study drug. * 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 due to agents administered more than 4 weeks earlier. * Has received prior systemic anti-cancer therapy including investigational agents within 2 weeks prior to first dose of study treatment. \* Note: participants must have recovered from all adverse events (AEs) due to previous therapies to =\< grade 1 or baseline. Participants with =\< grade 2 neuropathy may be eligible. \* Note: if participant received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting study treatment. * 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 carcinoma in situ (e.g. breast carcinoma, cervical cancer in situ) that has undergone potentially curative therapy. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. Participants with previously treated brain metastases may participate provided they are radiologically stable, i.e. without evidence of progression for at least 4 weeks by repeat imaging (note that the repeat imaging should be performed during study screening), clinically stable and without requirement of steroid treatment for at least 14 days prior to first dose of study treatment. * Has severe hypersensitivity (\>= grade 3) to pembrolizumab and/or any of its excipients. * Has received prior radiotherapy within 2 weeks of start of study treatment. Participants must have recovered from all radiation-related toxicities, not require corticosteroids, and not have had radiation pneumonitis. A 1-week washout is permitted for palliative radiation (=\< 2 weeks of radiotherapy) to non-CNS disease. * 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 (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment. * Has a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis. * Has an active infection requiring systemic intravenous 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. * A WOCBP who has a positive urine pregnancy test within 72 hours prior to first dose of study treatment. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required. * 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 or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (e.g., CTLA-4, OX 40, CD137). * Has a known history of human immunodeficiency virus (HIV) (HIV 1/2 antibodies). * Has a known history of hepatitis B (defined as hepatitis B surface antigen \[HBsAg\] reactive) or known active hepatitis C virus (defined as hepatitis C virus \[HCV\] ribonucleic acid (RNA) \[qualitative\] is detected) infection. \* Note: no testing for hepatitis B and hepatitis C is required unless mandated by local health authority. * Has received a live vaccine within 30 days prior to the first dose of trial treatment.