The main purpose of this study is to see how well the experimental drug pembrolizumab (MK-3475) works in people with oligometastatic NSCLC who have already had treatment for their disease. All patients will receive 200 mg of pembrolizumab intravenously on Day 1 of each 21-day cycle. Patients will receive the study drug for up to 8 cycles, and then if their disease is doing well and the study doctor thinks they will benefit patients may receive pembrolizumab for up to 8 more cycles.