INCLUSION CRITERIA: Participants must have histologically or cytologically confirmed cancer that falls into one of three cohorts: (1) metastatic melanoma or advanced locoregional melanoma not amenable to curative surgical resection and refractory to anti-PD-1 therapy; (2) metastatic renal cell carcinoma (clear cell histology) refractory to at least one line of PD1/PDL1 based therapy; (3) metastatic or advanced locoregional melanoma not amenable to curative surgical resection and naive to anti-PD-1 therapy. Participants must have measurable disease (per RECIST v1.1 criteria), metastatic melanoma or renal cell cancer. Age >=18 years of age. Clinical performance status of ECOG 0 or 1. Willing to practice birth control from the time of enrollment on this study and for four months after treatment. Must have a negative pregnancy test because of the potentially dangerous effects of the treatment on the fetus. Seronegative for HIV antibody. (The experimental treatment being evaluated in this protocol depends on an intact immune system. Participants who are HIV seropositive may have decreased immune-competence and thus be less responsive to the experimental treatment and more susceptible to its toxicities.) Seronegative for hepatitis B antigen and for hepatitis C antibody. If hepatitis C antibody test is positive, then participant must be tested for the presence of antigen by RT-PCR and be HCV RNA negative.  Participants must have adequate organ and marrow function as defined below:  ANC > 1000/mm^3 without the support of filgrastim WBC >= 3000/mm^3 Platelet count >= 100,000/mm^3 Hemoglobin > 8.0 g/d (Subject may be transfused to reach this cut-off) Serum ALT/AST <= 5.0 x ULN Serum creatinine <= 1.6 mg/dL Total bilirubin <= 2.0 mg/dL, except in participants with Gilbert s Syndrome, who must have a total bilirubin < 3.0 mg/dL. More than four weeks must have elapsed since completion of any prior systemic therapy at the time of enrollment.  Note: Participant may have undergone minor surgical procedures or limited field radiotherapy within the four weeks prior to enrollment, as long as related major organ toxicities have recovered to <= grade 1.  Ability of subject to understand and the willingness to sign a written informed consent document. Willing to sign a Durable Power of Attorney Form. Subject must be co-enrolled on protocol 03-C-0277  EXCLUSION CRITERIA:  Participant is breastfeeding because of the potentially dangerous effects of the treatment on the fetus or infant. Concurrent systemic steroid therapy. Active systemic infections requiring anti-infective treatment, coagulation disorders, or any other active or uncompensated major medical illnesses. Any form of primary immunodeficiency (such as Severe Combined Immunodeficiency Disease and AIDS). History of major organ autoimmune disease. Grade 3 or 4 major organ irAEs following treatment with anti-PD-1/PD-L1 monotherapy, including but not limited to myocarditis, pneumonitis, colitis, and hepatotoxicity. Concurrent opportunistic infections (The experimental treatment being evaluated in this protocol depends on an intact immune system. Participants who have decreased immune-competence may be less responsive to the experimental treatment and more susceptible to its toxicities.) History of severe immediate hypersensitivity reaction to pembrolizumab or aldesleukin. History of coronary revascularization or ischemic symptoms. For select participants with a clinical history prompting cardiac evaluation: last known LVEF <= 45%. For select participants with a clinical history prompting pulmonary evaluation: known FEV1 <= 50%. Participant is receiving any other investigational agents.