Pembrolizumab and Enfortumab Vedotin With Pembrolizumab Prior to and After Radical Nephroureterectomy for High-Risk Upper Tract Urothelial Cancer

Inclusion Criteria: * Male/female participants who are at least 18 years of age on the day of signing informed consent with histologically confirmed diagnosis of high-risk upper tract urothelial carcinoma will be enrolled in this study * Male participants: A male participant must agree to use a contraception during the treatment period and for at least 6 months after the last dose of study treatment and refrain from donating sperm during this period * Female participants: 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 6 months after the last dose of study treatment * Have provided archival tumor tissue sample or newly obtained core or excisional biopsy of a tumor lesion not previously irradiated. Formalin-fixed, paraffin embedded (FFPE) tissue blocks are preferred to slides. Newly obtained biopsies are preferred to archived tissue * Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1. Evaluation of ECOG is to be performed within 7 days prior to the first dose of study intervention * Absolute neutrophil count (ANC) \>= 1500/uL (Specimens must be collected within 10 days prior to the start of study intervention) * Platelets \>= 100000/uL (Specimens must be collected within 10 days prior to the start of study intervention) * Hemoglobin \>= 9.0 g/dL or \>= 5.6 mmol/L (Specimens must be collected within 10 days prior to the start of study intervention) * 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 \[CrCl\]) (Specimens must be collected within 10 days prior to the start of study intervention) \>= 30 mL/min for participant with creatinine levels \> 1.5 x institutional ULN * Total bilirubin =\<1.5 ×ULN OR direct bilirubin =\< ULN for participants with total bilirubin levels \> 1.5 × ULN (Specimens must be collected within 10 days prior to the start of study intervention) * Aspartate aminotransferase (AST) (serum glutamic-oxaloacetic transaminase \[SGOT\]) and alanine aminotransferase (ALT) (serum glutamic-pyruvic transaminase \[SGPT\]) =\< 2.5 x ULN (=\< 5 x ULN for participants with liver metastases) (Specimens must be collected within 10 days prior to the start of study intervention) * International normalized ratio (INR) OR prothrombin time (PT) activated partial thromboplastin time (aPTT) =\< 1.5 × ULN unless participant is receiving anticoagulant therapy as long as PT or aPTT is within therapeutic range of intended use of anticoagulants (Specimens must be collected within 10 days prior to the start of study intervention) Exclusion Criteria: * A WOCBP who has a positive urine pregnancy test within 72 hours prior to allocation. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required. * Note: in the event that 72 hours have elapsed between the screening pregnancy test and the first dose of study treatment, another pregnancy test (urine or serum) must be performed and must be negative in order for subject to start receiving study medication * 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 (eg, CTLA-4, OX-40, CD137) * Has received prior systemic anti-cancer therapy including investigational agents within 4 weeks \[could consider shorter interval for kinase inhibitors or other short half-life drugs\] prior to allocation * 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. Participants with endocrine-related AEs grade =\< 2 requiring treatment or hormone replacement may be eligible * Note: If the participant had major surgery, the participant must have recovered adequately from the procedure and/or any complications from the surgery prior to starting study intervention * Has received prior radiotherapy within 2 weeks of start of study intervention. 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-central nervous system (CNS) disease * Has received a live vaccine within 30 days prior to the first dose of study drug. Examples of live vaccines include, but are not limited to, the following: measles, mumps, rubella, varicella/zoster (chicken pox), yellow fever, rabies, Bacillus Calmette-Guerin (BCG), and typhoid vaccine. Seasonal influenza vaccines for injection are generally killed virus vaccines and are allowed; however, intranasal influenza vaccines (eg, FluMist registered trademark) are live attenuated vaccines and are not allowed * Is currently participating in or has participated in a study of an investigational agent or has used an investigational device within 4 weeks prior to the first dose of study intervention * 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 a known additional malignancy that is progressing or has required active treatment within the past 2 years. Participants with basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ (eg, breast carcinoma, cervical cancer in situ) that have undergone potentially curative therapy are not excluded * Has known active 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 intervention * Has severe hypersensitivity (\>= grade 3) to pembrolizumab and/or any of its excipients * 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 (eg., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment and is allowed * Has a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis * Has an active infection requiring systemic therapy * Has a known history of Human Immunodeficiency Virus (HIV) infection. However, subjects who are on anti-retroviral therapy, have a viral load \< 200 copies/milliliter, and CD4 count \> 200/microliter, with a low risk of acquired immunodeficiency syndrome (AIDS)-related outcomes will be considered for enrollment. * Note: No HIV testing is required unless mandated by local health authority * Has a known history of Hepatitis B (defined as Hepatitis B surface antigen \[HBsAg\] reactive) or known active Hepatitis C virus (defined as HCV ribonucleic acid \[RNA\] is detected) infection. Subjects who have underwent treatment with stable hepatitis B (defined as HBV deoxyribonucleic acid \[DNA\] \< 500 IU/mL) are eligible. Patients with prior curative treatment of Hepatitis C virus are allowed if previously treated \> 2 weeks prior to treatment initiation and HCV RNA undetectable by established laboratory values. Note: no testing for Hepatitis B and Hepatitis C is required unless mandated by local health authority * Has a history or current evidence of any condition, therapy, or laboratory abnormality that might confound the results of the study, interfere with the participant's participation for the full duration of the study, 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 * Is pregnant or breastfeeding or expecting to conceive or father children within the projected duration of the study, starting with the screening visit through 120 days after the last dose of trial treatment * Has had an allogenic tissue/solid organ transplant * Subjects who have previously received enfortumab vedotin or other MMAE-based ADCs * Subjects with an estimated life expectancy \< 12 weeks * Subjects with known severe (\>= grade 3) hypersensitivity to any enfortumab vedotin excipient contained in the drug formulation of enfortumab vedotin (including histidine, trehalose dihydrate, and polysorbate 20). Subjects with known severe (\>= grade 3) hypersensitivity to any pembrolizumab excipient contained in the drug formulations of pembrolizumab * Subjects with another underlying medical condition that, in the opinion of the investigator, would impair the ability of the subject to receive or tolerate the planned treatment and follow-up; any known psychiatric or substance abuse disorders that would interfere with cooperating with the requirements of the study * Subjects with active keratitis or corneal ulcerations. Subjects with superficial punctate keratitis are allowed if the disorder is being adequately treated in the opinion of the investigator