Lung Cancer Cryo-Activation as a Novel Approach to Augment Immunotherapy Efficacy (CRYOVATE)

Inclusion Criteria: * Patients must be ≥18 years of age. * Patients must have histologically or cytologically confirmed NSCLC that is advanced/metastatic or unresectable and for which no curative therapy is available. * Patients must present PD-L1 tumor proportion score (TPS) ≥50% in order to be eligible for first-line pembrolizumab monotherapy. * Patients may have had prior adjuvant or neoadjuvant chemotherapy for NSCLC providing completed at least 12 months prior to relapse. Patients may not have had anti-PD-1/PD-L1 agents in the adjuvant or neoadjuvant setting. * Patients must have an ECOG performance status 0 or 1, and a minimum life expectancy of at least 12 weeks. * Patients must have clinically and/or radiologically documented disease with at least one lesion measurable as defined by RECIST 1.1 (excluding the lesion selected for cryo-activation). All radiology studies must be performed within 21 days prior to enrollment (within 28 days if negative). The criteria for defining measurable disease are as follows: * CT scan (with slice thickness of 5 mm) lesion of ≥10 mm - longest diameter (≥15 mm for nodal lesions, measured in short axis) * Chest x-ray ≥20 mm * Physical exam (using calipers) ≥10 mm * Primary and/or secondary lung lesions or proven metastatic lymph nodes must be accessible to flexible bronchoscopy, endobronchial ultrasound (EBUS) or endoscopic ultrasound (EUS). * Patients must have disease amenable to biopsy and be willing and able to undergo tumor biopsies at baseline, at 4 weeks following anti-PD-1 initiation and at disease progression. Exclusion Criteria: * Patients may NOT previously have received other immunotherapy agents, including anti-PD-1/PD-L1 or anti-CTLA-4 agent. * Patients may NOT have received or be eligible for treatment with standard targeted therapies; patients whose tumor samples have targetable alterations, such as EGFR, ALK, BRAF or ROS1 are not eligible (K-ras mutations are not excluded). * Patients with prior history of autoimmune disorders, active hepatitis B, untreated hepatitis C or uncontrolled human immunodeficiency virus (HIV) or untreated tuberculosis and patients treated with of immunosuppressive agents within 14 days of study drug administration are NOT eligible. * Patients being treated with systemic corticosteroids at doses that exceed 10mg/day of prednisone (or dosing equivalents) * Patients may not be anticoagulated with any systemic anticoagulants which cannot be held for the appropriate half-life wash-out prior to the bronchoscopic procedures (Clopidogrel, Warfarin, Heparin, etc.). Aspirin is not a contraindication. * Patients requiring supplemental oxygen therapy at home or with saturation of less than 90% on room air. * Allergy to topical lidocaine required for local anesthesia during bronchoscopy.