Dendritic Cell Therapy After Cryosurgery in Combination With Pembrolizumab in Treating Patients With Stage III-IV Melanoma That Cannot Be Remove by Surgery

Inclusion Criteria:

Histologically or cytologically confirmed diagnosis of unresectable stage III or metastatic melanoma (stage IV) not amenable to curative local therapy
Documented progression of disease after initiation of therapy with OR lack of response to therapy with a PD-1- or PD-L1-targeting monoclonal antibody (pembrolizumab, nivolumab, etc) after at least 18 weeks; NOTE: This treatment could have been at any time prior to registration
Eastern Cooperative Oncology Group (ECOG) performance status (PS) 0 or 1

Minimum of 3 radiographically apparent lesions such that there is:

Minimum of one lesion in areas that have not been previously irradiated that is considered measurable by Response Evaluation Criteria in Solid Tumors (RECIST) 1.1 criteria AND
Minimum of two lesions in areas that have not been previously irradiated that are determined by interventional radiology to be of a size and in a location that a single probe could ablate at least 75% of the lesion; Note: Hepatic lesions measuring =< 3 cm may be treated, as determined by interventional radiology; Note: Brain metastases are not acceptable as lesions defining measurable disease, nor are they candidate lesions for cryoablation
Adequate venous access for apheresis as assessed by apheresis team; NOTE: If a central venous catheter is required for apheresis, the patient is not eligible
Absolute neutrophil count (ANC) >= 1000/mm^3 obtained =< 14 days prior to registration
Absolute lymphocyte count >= 500/mm^3 obtained =< 14 days prior to registration
Platelet count >= 100,000/mm^3 obtained =< 14 days prior to registration
Hemoglobin >= 10 g/dL obtained =< 14 days prior to registration
Total bilirubin =< 1.5 x upper limit of normal (ULN), unless due to Gilbert?s disease obtained =< 14 days prior to registration
Aspartate transaminase (AST/(serum glutamic-oxaloacetic transaminase [SGOT]) and alanine transaminase (ALT/serum glutamate pyruvate transaminase [SGPT]) =< 2.5 x ULN obtained =< 14 days prior to registration
Creatinine =< 1.5 x ULN or calculated creatinine clearance >= 60 mL/min for subject with creatinine ? 1.5 x institutional ULN obtained =< 14 days prior to registration
Negative serum pregnancy test for persons of childbearing potential =< 7 days prior to registration
Provide written informed consent
Willing to return to the enrolling institution for follow-up (during active treatment and active monitoring phase of the study)
Willing to provide tissue and blood samples for research purposes
Willing to use adequate contraception while on the study and until 120 days after the last dose of study drug

Exclusion Criteria:

Any of the following:

Pregnant persons
Nursing persons
History of human immunodeficiency virus (HIV), hepatitis B, or hepatitis C
Active tuberculosis or active, non-infectious pneumonitis
Evidence of interstitial lung disease
Active infection requiring the use of systemic antibiotics
Symptomatic congestive heart failure (New York Heart Association classification III or IV cardiovascular disease, myocardial infarction =< 6 months prior to registration, unstable angina pectoris or cardiac arrhythmia =< 3 months prior to registration, or cardiac arrhythmia
Currently receiving or have received any other investigational agent considered as a treatment for the primary neoplasm =< 21 days prior to registration
History of other primary malignancy requiring systemic treatment =< 3 years prior to registration; patients must not be receiving chemotherapy or immunotherapy for another cancer; patients must not have another active malignancy requiring active treatment; EXCEPTIONS: Non-melanotic skin cancer or carcinoma-in-situ of the cervix
Failure to recover from prior side effects of immune checkpoint inhibitor therapy to =< grade 1; NOTE: Patients will not be excluded for adrenal insufficiency or hypothyroidism secondary to immunotherapy provided they are receiving hormonal replacement
Major surgery =< 4 weeks prior to registration
Prior chemotherapy, targeted therapy, or radiation therapy =< 2 weeks prior to registration or who has not recovered (i.e. to =< grade 1 or baseline) from an adverse event due to the previously administered therapy
History of hypersensitivity and anaphylactoid reactions to pneumococcal vaccine or any component of the formulation, including diphtheria toxoid

Active autoimmune disease such as Crohn?s disease, rheumatoid arthritis, Sjogrens? disease, systemic lupus erythematosus, or similar conditions requiring systemic treatment within the past 3 months or a documented history of clinically severe autoimmune disease/syndrome difficult to control in the past; EXCEPTIONS (the following are allowed):

Vitiligo or resolved childhood asthma/atopy
Intermittent use of bronchodilators or local steroid injections
Hypothyroidism stable on hormone replacement
Diabetes stable with current management
History of positive Coombs test but no evidence of hemolysis
Psoriasis not requiring systemic treatment
Conditions not expected to recur in the absence of an external trigger
Secondary adrenal insufficiency from previous hypophysitis, currently on physiologic replacement steroid dosing only
Coagulopathy, including the use of therapeutic anticoagulants that cannot be discontinued for the cryoablation procedure; NOTE: Heparin for line patency without detectable lab abnormalities for coagulation will be allowed
Corticosteroid use =< 14 days prior to registration; NOTE: Patients must be off systemic corticosteroids for at least 2 weeks prior to registration; this includes oral or IV route of administration; patients on chronic corticosteroids for adrenal insufficiency or other reasons may enroll if they receive less than 10 mg/day of prednisone (or equivalent); patients receiving inhaled or intranasal or intra-articular steroids are not excluded
Active central nervous system (CNS) metastasis; NOTE: Patients with prior brain metastases that are asymptomatic without corticosteroid use and stable or improved >= 90 days after treatment with surgery or radiation are not excluded
Receipt of a live vaccine =< 30 days prior to registration