Pembrolizumab and Recombinant Interleukin-12 in Treating Patients With Solid Tumors

Inclusion Criteria: * Patients must have histologically confirmed malignancy that is metastatic or unresectable * Eligibility is restricted to patients who have tumors for which there is a Food and Drug Administration (FDA)-approved indication for anti-PD-(L)1 therapy. Patients must have received and have progressed past anti-PD(L)1 singly or in combination. There is no restriction on the number of prior lines of therapy. Anti-PD-(L)1 therapy need not be the most recent therapy received * NOTE: Prior to slot reservation, sites must provide the following information to ETCTN10061@upmc.edu for study chair review: histology, nature of prior therapy (therapies) and indication for prior PD-(L)1 therapy * Age \>= 18 years * Because no dosing or adverse event data are currently available on the use of pembrolizumab (MK-3475) in combination with rhIL-12 in patients \< 18 years of age, children are excluded from this study, but will be eligible for future pediatric trials * Eastern Cooperative Oncology Group (ECOG) performance status =\< 1 (Karnofsky \>= 70%) * Life expectancy of greater than 12 weeks * Leukocytes \>= 2,000/mcL (within 28 days of treatment initiation) * Absolute neutrophil count \>= 1,500/mcL (within 28 days of treatment initiation) * Platelets \>= 100,000/mcL (within 28 days of treatment initiation) * Hemoglobin \>= 9 g/dL OR \>= 5.6 mmol/L (within 28 days of treatment initiation) * Serum total bilirubin =\< upper limit of normal (ULN) OR direct bilirubin =\< …