Aerosolized Sargramostim Added to Immunotherapy for the Treatment of Patients With Metastatic Melanoma to the Lung

Inclusion Criteria: * Age \>= 18 years * Measurable disease by Response Evaluation Criteria in Solid Tumors (RECIST) version (v)1.1 as defined * Confirmed diagnosis of unresectable stage IV metastatic melanoma involving the lungs (at least) that has progressed after at least ONE line of Food and Drug Administration (FDA) approved therapy (either immune checkpoint inhibitor or targeted therapy) OR relapse of melanoma following/during FDA-approved adjuvant or neo-adjuvant therapy * Hemoglobin \>= 8.0 g/dL (obtained =\< 15 days prior to registration) * Absolute neutrophil count (ANC) \>= 1500/mm\^3 (obtained =\< 15 days prior to registration) * Platelet count \>= 75,000/mm\^3 (obtained =\< 15 days prior to registration) * Total bilirubin =\< 1.5 x upper limit of normal (ULN) (obtained =\< 15 days prior to registration) * Alanine aminotransferase (ALT) AND aspartate aminotransferase (AST) =\< 3.0 x ULN (obtained =\< 15 days prior to registration) * Serum creatinine =\< 2.0 x ULN (obtained =\< 15 days prior to registration) * Calculated creatinine clearance \>= 40 ml/min using the Cockcroft-Gault formula (obtained =\< 15 days prior to registration) * Pulse oximetry at rest \> 90% without use of supplemental oxygen * Eastern Cooperative Oncology Group (ECOG) performance status (PS) 0 or 1 * Negative pregnancy test done =\< 7 days prior to registration, for persons of childbearing potential only * Persons able to become pregnant OR able to father a child must be willing to use an adequate method of contraception while on treatment and for 180 days (6 months) after last treatment dose on this study * Provide written informed consent * Willingness to provide mandatory blood specimens for correlative research * Willing to return to enrolling institution for follow-up (during the active monitoring phase of the study) Exclusion Criteria: * Active pulmonary disease requiring ongoing medication * NOTE: Stable chronic medication for asthma/chronic obstructive pulmonary disease (COPD) is allowed * Metastatic uveal melanoma * Any of the following because this study involves an investigational agent the genotoxic, mutagenic, and teratogenic effects of which on the developing fetus and newborn are unknown: * Pregnant persons * Nursing persons * Persons of childbearing potential who are unwilling to employ adequate contraception * Persons expecting to conceive or father children during the study or within 180 days (6 months) after the last treatment on this study * Active central nervous system (CNS) metastases not previously treated * NOTE: Patients with history of previously treated CNS metastases, not demonstrating evidence of progression for at least 8 weeks will be allowed * NOTE: Patients with leptomeningeal metastases are not eligible * Any of the following prior therapies: * Allogeneic hematopoietic stem cell transplantation (HSCT) * Solid organ transplantation * Co-morbid systemic illnesses or other severe concurrent disease which, in the judgment of the investigator, would make the patient inappropriate for entry into this study or interfere significantly with the proper assessment of safety and toxicity of the prescribed regimens * Immunocompromised patients and patients known to be human immunodeficiency virus (HIV) positive and currently receiving antiretroviral therapy * NOTE: Patients known to be HIV positive, but without clinical evidence of an immunocompromised state, are eligible for this trial * Active autoimmune disease requiring current systemic treatment with immunosuppressive or immune modulatory agents * NOTE: Exceptions are allowed for the following conditions: * Vitiligo * Resolved childhood asthma/atopy * Intermittent use of bronchodilators or inhaled steroids * Daily steroids at dose of =\< 10mg of prednisone (or equivalent) * Local steroid injections * Stable hypothyroidism on replacement therapy * Stable diabetes mellitus on therapy (with or without insulin) * Sjogren's syndrome * Replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) which is not considered a form of systemic treatment and is allowed * Known uncontrolled intercurrent illness including, but not limited to: * Ongoing or active infection requiring systemic therapy * Serious, chronic gastrointestinal conditions associated with diarrhea (e.g., Crohn's disease or others) * Symptomatic congestive heart failure * Unstable angina pectoris * Unstable cardiac arrhythmia or * Psychiatric illness/social situations that would limit compliance with study requirements (e.g., known substance abuse) * Receiving any other investigational agent which would be considered as a treatment for the primary neoplasm * History of severe hypersensitivity reactions to sargramostim or monoclonal antibodies * Prior history of grade 4 immune related adverse event (irAE) with prior immune checkpoint inhibitor (ICI) therapy or failure to recover (\< grade 1) from immune-related adverse event(s) from prior ICI therapy * Failure to recover from adverse events related to any of the following therapies prior to registration: * Chemotherapy * Immunotherapy * Targeted therapies (e.g., dabrafenib) * Other investigational agents * Radiation therapy