Inclusion Criteria:  High-grade (HG) NMIBC (HG Ta, CIS, and/or T1) of urothelial histology that is unresponsive to adequate BCG therapy  Stage, grade, and histology must be confirmed by the MSK Department of Pathology Subjects with tumors of mixed urothelial/non-urothelial histology may be included, but urothelial carcinoma must be the predominant histology; subjects with predominant or exclusively non-urothelial histology are excluded In those subjects with CIS, the CIS must be present on the tumor sample from the most recent cystoscopy/TURBT In this context, adequate BCG therapy is defined as at least one of the following: At least five of six doses of an initial induction course plus at least two of three doses of maintenance therapy  At least five of six doses of an initial induction course plus at least two of six doses of a second induction course  ° Disease unresponsive to adequate BCG therapy is defined as:  Persistent or recurrent CIS alone or with recurrent Ta/T1 disease (noninvasive papillary disease/tumor invades the subepithelial connective tissue) within 12 months of completion of adequate BCG therapy Recurrent HG Ta/T1 disease within 6 months of completion of adequate BCG therapy HG T1 disease at the first evaluation following an induction BCG course  In subjects with papillary tumors (Ta and T1), a complete TURBT must have been performed, as characterized by:  Attainment of a visually complete resection of all papillary tumors (Ta and T1) Residual CIS not amenable to complete transurethral resection is acceptable Receipt of restaging transurethral resection for any tumor with invasion into the lamina propria (HG T1) as part of standard care, with documented presence of uninvolved detrusor muscle Most recent cystoscopy/TURBT must have been performed within 60 days of the first dose of trial treatment Absence of urothelial carcinoma involving the upper urinary tract (documented by radiological imaging or ureteroscopy)  Have elected not to undergo or are considered ineligible for radical cystectomy, as determined by the treating surgeon. Reasons for ineligibility or refusal of radical cystectomy should be discussed with the subject as part of the informed consent process. Ineligibility factors for radical cystectomy may include, but are not limited to:  Cardiovascular disease (e.g., recent acute coronary syndrome, arrhythmia, heart failure) Chronic obstructive pulmonary disease that would preclude a safe surgical procedure, as determined by the treating surgeon Poor performance status Prior major abdominal and pelvic surgery that would preclude a safe surgical procedure, as determined by the treating surgeon In subjects previously treated with pembrolizumab for BCG-unresponsive NMIBC that are found to have disease persistence, the disease persistence must have been confirmed no earlier than 12 weeks after initiation of pembrolizumab; subjects previously treated with pembrolizumab that are found to have disease recurrence or progression from HG Ta and/or CIS to T1 disease prior to 12 weeks after initiation of pembrolizumab may be included after discussion with the Principal Investigator Age ≥18 years on day of signing informed consent Eastern Cooperative Oncology Group (ECOG) performance status ≤2 / Karnofsky performance status ≥60%, as assessed within 28 days prior to treatment initiation  Required values for screening laboratory tests, performed within 28 days prior to treatment initiation:  Absolute neutrophil count (ANC) ≥1000/mm^3 independent of growth factor support Platelets >75,000/mm^3 without receiving transfusion within 4 weeks prior to screening Hemoglobin >8 g/dL without receiving transfusion within 4 weeks prior to screening Creatinine clearance (measured or calculated per institutional standard) >40 mL/min; estimated GFR can also be used in place of creatinine clearance AST/ALT ≤3 times the institutional upper limit of normal (ULN) Total bilirubin ≤1.5 times the institutional ULN (except for participants with Gilbert's Syndrome or of non-hepatic origin)  Female subjects of childbearing potential must have a negative serum pregnancy test within 72 hours prior to receiving the first dose of study treatment.  °Female subjects will be considered of non-reproductive potential if any of the following:  Postmenopausal [defined as at least 12 months with no menses without an alternative medical cause; in women <45 years of age a high follicle stimulating hormone (FSH) level in the post-menopausal range may be used to confirm a post-menopausal state in women not using hormonal contraception or hormonal replacement therapy. In the absence of 12 months of amenorrhea, a single FSH measurement is insufficient.] Have had a hysterectomy and/or bilateral oophorectomy, bilateral salpingectomy, or bilateral tubal ligation/occlusion, at least 6 weeks prior to screening Has a congenital or acquired condition that prevents childbearing  Male and female subjects of childbearing potential must agree, if participating in sexual activity that could lead to pregnancy, to use of an adequate method of contraception from the day of study medication initiation (or 14 days prior to the initiation of study medication for oral contraception) throughout the study period up to 120 days after the last dose of trial therapy. Subjects should be informed that taking the study medication(s) may involve unknown risks to the fetus (unborn baby) if pregnancy were to occur during the study.  Male subjects will be considered of non-reproductive potential if they have azoospermia (whether due to vasectomy or an underlying medical condition). Female subjects will be considered of non-reproductive potential if as described above. Acceptable methods of contraception: Single method (one of the following is acceptable): intrauterine device, vasectomy of a female subject's male partner, or contraceptive rod implanted into the skin Combination method (requires use of two of the following): diaphragm with spermicide (cannot be used in conjunction with cervical cap/spermicide), cervical cap with spermicide (nulliparous women only), contraceptive sponge (nulliparous women only), male condom or female condom (cannot be used together), or hormonal contraceptive [oral contraceptive pill (estrogen/progestin pill or progestin-only pill), contraceptive skin patch, vaginal contraceptive ring, or subcutaneous contraceptive injection] Male subjects must agree not to donate sperm during and after the study Willing and able to provide written informed consent/assent for the trial Able to comply with the treatment schedule as determined by the participant and the licensed practitioner  Exclusion Criteria:  History of or currently being treated for muscle-invasive (T2, T3, T4) locally-advanced non-resectable or metastatic urothelial carcinoma Evidence of concurrent extravesical (i.e., urethra, ureter, or renal pelvis) urothelial cell carcinoma Concurrent anti-cancer therapy, including investigational agents; exceptions include subjects on topical therapy (e.g. topical 5-fluorouracil) Has undergone any intervening intravesical chemotherapy or immunotherapy from the time of most recent cystoscopy/TURBT to starting trial treatment (a single dose of intravesical treatment given as part of the most recent cystoscopy/TURBT, during the screening period, such as with chemotherapy as per local/regional practices, is acceptable)  Has had prior chemotherapy, targeted small molecule therapy, cytokine therapy, or radiation therapy within 2 weeks prior to the first dose of trial treatment or who has not recovered (i.e., Grade ≤1 or at baseline) from AEs due to a previously administered agent  Subjects with Grade ≤2 neuropathy or Grade ≤2 alopecia are an exception to this criterion and may qualify for the study History of treatment with checkpoint inhibitor immunotherapy, other antibody-based therapy, or investigational agent or device within 4 weeks of the first dose of trial treatment; exceptions include subjects treated with vaccines or other agents with FDA Emergency Use Authorization for the prevention of COVID-19  Major surgery or a wound that has not fully healed within 4 weeks prior to the first dose of trial treatment  If subject has undergone major surgery greater than 4 weeks prior, subject must have recovered adequately from the toxicity and/or complications from the intervention prior to starting trial therapy  Known additional malignancy that has had progression or has required active treatment in the last three years. Exceptions include:  Basal cell carcinoma of the skin Squamous cell carcinoma of the skin that has undergone potentially curative therapy In situ cervical cancer History of prostate cancer treated with definitive intent (surgical or radiation with a Gleason score ≤7 and prostate-specific antigen (PSA) undetectable for at least 1 year while off androgen deprivation therapy, that was either treated with definitive intent or untreated in active surveillance that has been stable for the past year prior to study enrollment Active autoimmune disease that has required systemic treatment in the past 2 years (i.e., with use of disease-modifying agents, corticosteroids, or immunosuppressive agents). Replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment. Diagnosis of immunodeficiency, concurrent immune suppressive disease, or is receiving systemic corticosteroid therapy or any other form of immunosuppressive therapy within 4 weeks prior to the planned first dose of trial treatment. The use of physiologic doses of corticosteroids as replacement therapy (for adrenal or pituitary insufficiency, etc.) is acceptable. Topical and inhaled corticosteroids in standard doses are acceptable.  Known contraindications to intravesical therapy:  Febrile illness, symptomatic urinary tract infection, or persistent gross hematuria Traumatic catheterization or gross hematuria on day of treatment Active infection requiring systemic therapy, including active or intractable urinary tract infection within 4 weeks prior to the first dose of trial treatment Severe infection within 4 weeks prior to the first dose of trial treatment, including, but not limited to, hospitalization for complications of infection, bacteremia, or severe pneumonia History of (non-infectious) pneumonitis that required steroids or current pneumonitis History of Human Immunodeficiency Virus (HIV) infection (e.g., positive HIV-1/2 antibodies) Active Hepatitis B (e.g., HBsAg reactive) or Hepatitis C [e.g., HCV RNA (qualitative) detected] infection; subjects with past/resolved Hepatitis B Virus (HBV) infection (defined as having a negative HBsAg and a positive antibody to Hepatitis B core antigen) or Hepatitis C Virus (HCV) infection are eligible only if polymerase chain reaction (PCR) testing is negative for HBV DNA or HCV RNA, respectively (must be obtained within 28 days prior to treatment initiation) Pregnant or breastfeeding, or expecting to conceive within the projected duration of the trial, starting with the screening visit through 120 days after the last dose of trial treatment History of stroke or intracranial hemorrhage within 6 months prior to enrollment History of pulmonary embolism or any other thromboembolic event within 6 months prior to enrollment History of undergoing an allogeneic tissue/solid organ transplant History or current evidence of any condition, therapy, or laboratory abnormality that might interfere with the subject's participation for the full duration of the trial, interfere with the subject's ability to cooperate with the requirements of the trial, confound the results of the trial, or is not in the best interest of the subject to participate, in the opinion of the treating investigator