Testing the Combination of Two Experimental Drugs MK-3475 (Pembrolizumab) and Interferon-gamma for the Treatment of Mycosis Fungoides and Sézary Syndrome and Advanced Synovial Sarcoma

Inclusion Criteria: * MYCOSIS FUNGOIDES /SEZARY SYNDROME (TREATMENT GROUP I) * Stage IB-IVB Mycosis Fungoides or Sezary syndrome, and who have relapsed, are refractory, or progressed after at least one standard systemic therapy; maximal stage since diagnosis will determine eligibility; current disease stage at time of entry will also be documented but will not be used for eligibility * Subjects must have the following minimum wash-out from previous treatments and without treatment between documentation of relapse/progression and enrollment: * \>= 2 weeks for local radiation therapy * \>= 8 weeks for low dose (12 Gy or less) Total Skin Electron Beam Therapy (TSEBT) * \>= 4 weeks for systemic cytotoxic anticancer agents, anticancer investigational agents that are not defined as immunotherapy, or for tumor-targeting monoclonal antibodies (mAbs) with the exception of alemtuzumab for which the washout is at least 16 weeks * \>= 15 weeks for anti-CD137 or anti-CTLA-4 (including ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways) * \>= 2 weeks from resolution (i.e., \< grade 1 or at baseline) from adverse event (AE)s due to procedures performed or therapeutic agents administered * \>= 2 weeks for retinoids, interferons, vorinostat, romidepsin and denileukin diftitox * \>= 4 weeks for doses of systemic corticosteroids greater than 10 mg/day of prednisone or equivalent; patients who are on physiologic doses of c…