Inclusion Criteria:  Age greater than or equal to 18 years Participants must have histologically confirmed Stage III unresectable or Stage IV metastatic melanoma Patients should be treatment naïve and eligible for treatment with pembrolizumab as a first line agent Patients previously treated for melanoma with surgical resection alone who present with recurrent Stage III unresectable or Stage IV metastatic melanoma are eligible for enrollment Patients who were previously treated with systemic neo-adjuvant or adjuvant anti-PD-1 therapy more than 6 months prior to study enrollment will be eligible. There are no restrictions to the use of prior BRAF targeted therapy. Participants must have measurable disease, defined as at least one lesion that can be accurately measured in at least one dimension (longest diameter to be recorded) as > 20 mm with conventional techniques or as > 10 mm with spiral CT scan Diagnostic imaging studies such as MRIs and CT scans must be performed within 30 days of the date of registration  Participants must have normal organ and marrow function as defined below:  Leukocytes (WBC) > 3,000/uL Absolute neutrophil count > 1,500uL Platelets > 100,000/uL Total bilirubin < 1.5 X institutional upper limits of normal; total bilirubin > 1.5X above institutional upper limits of normal will be allowed if direct bilirubin is within normal limits or if patients has a documented history of Gilbert's disease AST (SGOT)/ALT (SGPT) < 2.5 X institutional upper limit of normal and ≤5 ULN for patients with liver metastases Baseline laboratory measurements must be documented from tests within 14 days of the date of registration ECOG performance status ≤ 1 (see Appendix A) Participants with a prior or concurrent malignancy whose natural history or treatment does not have the potential to interfere with the safety or efficacy assessment of the investigational regimen are eligible for this trial Participants with known history or current symptoms of cardiac disease, or history of treatment with cardiotoxic agents, should have a clinical risk assessment of cardiac function using the New York Heart Association Functional Classification which can be performed by the study investigators. To be eligible for this trial, participants should be class 2B or better Ability to understand and willingness to sign a written informed consent document  Exclusion Criteria:  Patients with ocular or mucosal melanoma Participants previously treated with anti-PD1/PDL1/CTLA-4 monoclonal antibodies for metastatic or unresectable disease Patients who are receiving other anti-neoplastic agents Symptomatic or untreated leptomeningeal disease Patients carrying a diagnosis of immunodeficiency or receiving systemic steroid therapy (prednisone or equivalent > 10 mg/day) or any other form of immunosuppressive therapy within 7 days prior to the first dose of trial treatment. Corticosteroids to prevent contrast reactions is allowable Patients with 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 Prior history of inflammatory bowel disease, microscopic colitis or segmental colitis associated with diverticulosis Breastfeeding and pregnant women are excluded from this study since pembrolizumab is a class D agent with the potential for teratogenic or abortifacient effects.  Uncontrolled intercurrent illness including, but not limited to:  A. Ongoing or active infection B. Edema > Grade 1 C. Documented myocardial infarction or unstable/uncontrolled cardiac disease (eg, unstable angina, severe arrhythmias, congestive heart failure [New York Heart Association (NYHA) > Class II]) within 6 months of study entry D. Arterial thrombosis or vascular ischemic events, such as transient ischemic attack, cerebral infarction, within 6 months prior to study entry E. Serious or non-healing wound F. History of any medical condition including cardiovascular disease or chronic obstructive pulmonary disease (COPD), that in the opinion of the investigator, may increase the risks associated with study participation or study treatments or may interfere with the conduct of the study or interpretation of study results G. Psychiatric illness/social situations that, in the opinion of the investigator, would limit compliance with study requirements H. An elevated high-sensitivity troponin T level at baseline will be allowable as long as the patient has no evidence of active, clinically relevant cardiac disease.  Patients with a history of a different malignancy are ineligible except for the following circumstances:  A. Individuals with a history of other malignancies are eligible if they have been disease-free for at least 3 years and are deemed by the investigator to be at low risk for recurrence of that malignancy B. Individuals with the following cancers are eligible if diagnosed and treated within the past 3 years: cervical cancer in situ and basal cell or squamous cell carcinoma of the skin Patients with a history of Hepatitis B infection (HBsAg reactive or HBCAB reactive) or Hepatitis C (HCV RNA is detected). Participants with a history of hepatitis C virus (HCV) infection may be enrolled if they have been treated and cured Patients with a history of latent or active granulomatous infection, including tuberculosis, histoplasmosis, or coccidiomycosis Has received a live vaccine within 30 days of planned start of study therapy Current bacterial infection requiring antibiotic treatment, or systemic fungal infection Patients with a known hypersensitivity to pembrolizumab or any of its excipients Previous adverse reaction or hypersensitivity to infliximab Any prior immune-related adverse event while on adjuvant immunotherapy