Bintrafusp Alfa and Pimasertib for the Treatment of Patients With Brain Metastases

Inclusion Criteria: * Age \>= 18 years old * Life expectancy \> 12 weeks * Subjects must be willing and able to comply with scheduled visits, treatment schedule, laboratory testing, and other requirements of the study * At least one measurable untreated brain lesion \>= 0.5 cm and \< 3.0 cm in the longest axis according to modified RECIST 1.1 * Prior stereotactic radiosurgery (SRS) with up to 3 lesions treated with at least a 14 day interval is allowed as long as the previous treatment volume does not overlap with the current targets * Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) performance scale * Subjects must be free of neurologic signs and symptoms related to metastatic brain lesions and must not have required or received systemic corticosteroid therapy in the 10 days prior to beginning protocol therapy * Prior treatment with immunotherapy and targeted therapy allowed as long as it did not include a combination of MEK inhibitor (i) + anti-PD(L)-1 antibody and is \> 14 days prior to start of protocol therapy. All tumor types will be eligible and included in the dose escalation phase. Dose expansions will include 10 patients each from lung, breast, and melanoma * Patients with melanoma must have received prior PD-1 based therapy and have evidence of progression * Patients with non-small cell lung cancer (NSCLC) must have received prior PD-1 based therapy and have evidence of progression * Patients with triple-negative breast cancer (TNBC) and hormone receptor positive (HR+) are included (any number of prior lines of therapy-including immuno-oncology \[IO\] naive patients) * For HR+ patients, patients are allowed to receive endocrine therapy with or without CDK4/6 inhibitors per treating physician discretion (Arimidex, letrozole, exemestane, or fulvestrant) * Systematic radiation therapy is allowed (\> 14 day washout) * Prior platinum-based chemotherapy for NSCLC patients is allowed * Absolute neutrophil count (ANC) \>= 1500/uL * Platelets \>= 100 000/uL * Hemoglobin \>= 9.0 g/dL or \>= 5.6 mmol/L * Criteria must be met without erythropoietin dependency and without packed red blood cell (pRBC) transfusion within last 2 weeks * 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 \[CrCl\]) \>= 60 mL/min for participant with creatinine levels \> 1.5 x institutional ULN * Creatinine clearance (CrCl) should be calculated per institutional standard * Total bilirubin =\< 1.5 x ULN OR direct bilirubin =\< ULN for participants with total bilirubin levels \> 1.5 x ULN * 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) * 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 * 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 * Women of child-bearing potential (WOCBP) must not be breastfeeding and must have a negative pregnancy test within 3 days prior to initiation of dosing. She must agree to use an acceptable method of birth control from the time of the negative pregnancy test up to 120 days after the last dose of study drug. WOCBP must agree to adhere to the contraceptive guidance * Note: A female participant is eligible to participate if she is not a woman of childbearing potential * Fertile men must agree to use an acceptable method of birth control while on study drug and up to 120 days after the last dose of study drug and also refrain from donating sperm during this period * All associated toxicity from previous or concurrent cancer therapy must be resolved (to =\< grade 1 or baseline) prior to study treatment administration. Steroids for physiological replacement are allowed Exclusion Criteria: * Patients with clinical or radiographic evidence of leptomeningeal disease * Those who experienced grade 3 or 4 neurotoxicity from prior SRS * Prior external beam radiation to the brain or whole brain radiation * Contraindications to MRI (implanted metal device or foreign bodies) or MRI contrast (insufficient renal function or allergy) * Subjects with major medical, neurologic or psychiatric condition who are judged as unable to fully comply with study therapy or assessments should not be enrolled * Active secondary malignancy unless the malignancy is not expected to interfere with the evaluation of safety and is approved by the principle investigator (PI). Examples of the latter include basal or squamous cell carcinoma of the skin, in-situ carcinoma of the cervix, and isolated elevation of prostate-specific antigen. Subjects with a completely treated prior malignancy and no evidence of disease for \>= 2 years are eligible * Has a known history of or is positive for hepatitis B (hepatitis B surface antigen \[HBsAg\] reactive) or known active hepatitis C virus infection (note treated and cured history of hepatitis C is allowed) (hepatitis C virus \[HCV\] ribonucleic acid \[RNA\] \[qualitative\] is detected) * Note: Without known history, testing needs to be performed to determine eligibility. Hepatitis C antibody (Ab) testing is allowed for screening purposes in countries where HCV RNA is not part of standard of care * Has a known history of human immunodeficiency virus (HIV) infection. No HIV testing is required unless mandated by local health authority * The use of corticosteroids is not allowed for 10 days prior to initiation of therapy (based upon 5 times the expected half-life of dexamethasone) except patients who are taking steroids for physiological replacement. If alternative corticosteroid therapy has been used, consultation with the PI is required to determine the washout period prior to initiating study treatment * Subjects with a condition requiring systemic treatment with either corticosteroids (\> 10 mg daily prednisone equivalent) or other immunosuppressive medications within 14 days of study initiation. Inhaled or topical steroids, and adrenal replacement steroid doses \> 10 mg daily prednisone equivalent, are permitted in the absence of active autoimmune disease * Major surgical procedure, open biopsy (excluding skin cancer resection), or significant traumatic injury within 14 days of initiating study drug (unless the wound has healed) or anticipation of the need for major surgery during the study * Non-healing wound, ulcer, or bone fracture * Women who are breast-feeding or pregnant * Subjects with a history of serious intercurrent chronic or acute illness, such as cardiac or pulmonary disease, hepatic disease, bleeding diathesis or recent major bleeding events or other illness considered by the Investigator as high risk for investigational drug treatment * Arterial or venous thrombotic or embolic events such as cerebrovascular accident (including transient ischemic attacks), deep vein thrombosis or pulmonary embolism within the 6 months before start of study medication (except for adequately treated catheter-related venous thrombosis occurring more than 1 month before the start of study medication) * History of clinically significant cardiac disease or congestive heart failure \> New York Heart Association (NYHA) class 2. Subjects must not have unstable angina (anginal symptoms at rest) or new-onset angina within the last 3 months or myocardial infarction within the past 6 months * Investigational drug use within 14 days (or 5 half-lives, whichever is longer) of the first dose of bintrafusp alfa and/or pimasertib * Has a history of (grade 3 or 4) non-infectious pneumonitis that required steroids or current pneumonitis * Retinal degenerative disease (hereditary retinal degeneration or age-related macular degeneration), history of retinal vein occlusion (RVO) or any eye condition that would be considered as risk factor for RVO (e.g. uncontrolled glaucoma or ocular hypertension) * Creatine phosphokinase level at baseline National Cancer Institute (NCI) Common Terminology Criteria for Adverse Events (CTCAE) grade \>= 2 (\> 2.5 x ULN - 5 x ULN) and/or previous history of myositis or rhabdomyolysis * For NSCLC cohort patients whose tumor exhibit activating EGFR mutation, ALK or ROS translocation and have a standard of care molecular targeted therapy available for these mutations, will be excluded from this study. Patients who progressed or could not tolerate these standard of care molecular targeted agents are eligible for this study. Lung adenocarcinoma patients may be consented prior to the EGFR and ALK status being known, but EGFR and ALK status must be determined prior to initiating therapy * Administration of live, attenuated vaccine therapies for the prevention of infectious diseases within 4 weeks prior to day 1 of treatment and during therapy