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

This phase Ib/II trial studies how well dendritic cell therapy after cryosurgery in combination with pembrolizumab works in treating patients with stage III-IV melanoma that cannot be removed by surgery. Vaccines made from a person's white blood cells mixed with tumor proteins may help the body build an effective immune response to kill tumor cells. Cryosurgery, also known as cryoablation or cryotherapy, kills tumor cells by freezing them. Monoclonal antibodies, such as pembrolizumab, may block tumor growth in different ways by targeting certain cells. Giving dendritic cell therapy after cryosurgery in combination with pembrolizumab may work better in treating patients with melanoma.

PRIMARY OBJECTIVES:

I. To determine the objective response rate (ORR) of pembrolizumab combined with cryoablation and intratumoral mature dendritic cells (mDCs) in patients with metastatic melanoma that has failed to respond or has stopped responding to initial therapy with a PD-1 axis-blocking monoclonal antibody.

SECONDARY OBJECTIVES:

I. To assess the safety profile of pembrolizumab combined with cryoablation and intratumoral mDCs in patients with metastatic melanoma that have failed to respond or have stopped responding to initial therapy with a PD-1 axis-blocking monoclonal antibody.

II. To determine median progression-free survival (PFS) obtained with this approach in this patient population.

III. To determine median overall survival (OS) obtained with this approach in this patient population.

TERTIARY OBJECTIVES:

I. To quantitate tumor infiltrating lymphocytes (TILs) in tumor biopsies prior to and following cryoablation and intratumoral mDCs.

II. To measure PD-L1 levels in tumor biopsies and blood biopsies prior to and following cryoablation and to assess whether a change in PD-L1 levels differ among those patients who met the criteria for clinical benefit (progression-free and on study for at least 6 months) and those who do not.

III. To measure peripheral blood mononuclear cells (PBMC) proliferation and function after coculture with frozen tumor before and after intratumoral mDC injection.

OUTLINE:

Patients undergo apheresis over 4 hours on day 1 or course 1. Patients also receive pembrolizumab intravenously (IV) over 30 minutes on day 1. Courses with pembrolizumab repeat every 21 days for up to 2 years in the absence of disease progression or unacceptable toxicity. Within 36 hours after receiving pembrolizumab, patients undergo cryosurgery over 45 minutes on day 1 or 2 of courses 2 and 3. Patients also receive mature dendritic cells intratumorally (IT) on day 1 or 2 of courses 2 and 3 after cryosurgery.

After completion of study treatment, patients are followed for up to 5 years

Eligibility Criteria:
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