Feasibility Study on Expandion of MILs From NSCLC and SCLC Patients and Infusion With Pembrolizumab

Inclusion Criteria: 1. Age \> 18 years. 2. Patients must have histologically or cytologically confirmed SCLC or NSCLC. 3. Patients who have undergone chemotherapy must have had last dose ≥21 days prior to BMA; subjects who are currently being treated, bone marrow may be collected between cycles (prior to Day 1 of the next cycle). 4. Eastern Cooperative Oncology Group (ECOG) performance status 0 or 1 prior to BMA collection. 5. Willingness to complete a BMA. 6. Patients must have adequate bone marrow function prior to BMA collection: * Platelet count ≥ 100 × 109/L * Absolute neutrophil count (ANC) ≥ 1.0 ×109/L * Lymphocyte count ≥ 0.5 ×109/L 7. Patients must not have any history of coagulopathy or prothrombin time (PT)/partial thromboplastin time (PTT) \> 2x upper limit of normal (ULN)(unless on an anticoagulant). If the patient is on an anticoagulant, it should be halted for 5 days prior to the BMA and PT/PTT \< 2x ULN by the day of the procedure. 8. Ability to understand and willingness to sign a written informed consent and HIPAA consent document. Exclusion Criteria: 1. Prior hematopoietic stem cell transplantation. 2. History of another primary malignancy that has been diagnosed or required therapy within the past 2 years prior to BMA collection (except for locally curable cancers that have been apparently cured, such as basal or squamous cell skin cancer, superficial bladder cancer, or carcinoma in situ of the prostate, cervix, or breast). 3. Infection requiring treatment with antibiotics, antifungal, or antiviral agents within 7 days before the BMA. 4. Presence of an autoimmune disease (e.g., rheumatoid arthritis, multiple sclerosis, systemic lupus erythematosis) requiring active systemic treatment. Subjects with type I diabetes mellitus, hypothyroidism only requiring hormone replacement, skin disorders (such as vitiligo, psoriasis, or alopecia) not requiring systemic treatment, or conditions not expected to recur in the absence of an external trigger are not excluded. 5. Clinically significant, uncontrolled cardiovascular disease, including congestive heart failure Grade III or IV according to the New York Heart Association classification, myocardial infarction, or unstable angina within the previous 6 months prior to BMA collection. 6. Major surgical procedure within 7 days of BMA. Procedures such as central venous catheter placement, tumor needle biopsy, and feeding tube placement are not considered major surgical procedures. 7. Administration of neutrophil growth factor support within 14 days prior to the BMA. 8. Prior radiation to both sides of the pelvis. Prior radiation to one side of the pelvis is permitted as long as the other side has not received radiation and is solely use to collect the bone marrow aspiration. 9. Use of systemic corticosteroids (glucocorticoids) for greater than one day within 28 days prior to the BMA. However, if a patient has an IV contrast allergy for CT, steroids should be used according to the institutional guidelines for contrast dye allergy. 10. Known diagnosis of human immunodeficiency virus (HIV) or active viral hepatitis, testing is not required. 11. Breast feeding females or pregnant females as documented by a serum beta human chorionic gonadotropin (β-hCG) pregnancy test consistent with pregnancy, obtained within 72 hours of BMA. Refer to section 5.4 for further detail. 12. Unwilling or unable to comply with the protocol (e.g., scheduled visits, drug administration plan, laboratory tests, other study procedures, and study restrictions) 13. Prior or ongoing clinically significant illness, medical condition, surgical history, physical finding, or laboratory abnormality that, in the Investigator's opinion, could affect the safety of the subject.