Patients receive pembrolizumab intravenously (IV) over 30 minutes on day 1. Patients also receive aldesleukin subcutaneously (SC) weekly on days 1-5 of courses 1 and 2 or aldesleukin IV on days 2-6 of courses 1 and 2. Treatment repeats every 3 weeks for up to 4 courses in the absence of disease progression or unacceptable toxicity.