Pembrolizumab in Treating Patients With Desmoplastic Melanoma That Can or Cannot Be Removed by Surgery

Inclusion Criteria: * COHORT A: Patients must have histologically or cytologically confirmed primary desmoplastic melanoma that is deemed resectable; the decision to perform surgery on patients must be based on good clinical judgment; eligible patients for surgical resection must have disease that, in the judgment of the surgeon, is deemed completely resectable resulting in free surgical margins; patients must have residual disease after initial biopsy which can be measurable or non-measurable disease per Response Evaluation Criteria in Solid Tumors (RECIST) 1.1; residual disease can either be confirmed with fine-needle aspiration (FNA) or if measurable disease is present, no FNA needs to be obtained OR * COHORT B: Patients must have histologically or cytologically confirmed primary desmoplastic melanoma that is unresectable; patients in Cohort B must have measurable disease per RECIST 1.1 * Contrast-enhanced computed tomography (CT) scans of the chest, abdomen and pelvis are required; a whole body positron emission tomography (PET)/CT scan with diagnostic quality images and intravenous iodinated contrast may be used in lieu of a contrast enhanced CT of the chest, abdomen and pelvis; imaging of the head and neck is required only if the patient has a head/neck primary; contrast may be omitted if the treating investigator believes that exposure to contrast poses an excessive risk to the patient; if skin lesions are being followed as measurable disease, photograph with a ruler …