Pembrolizumab and External Beam Radiation Therapy in Treating Patients With Relapsed or Refractory Non-Hodgkin Lymphoma

Inclusion Criteria: * Have at least one site of lymphomatous disease amenable to external beam radiation therapy (EBRT) * Have pathologic confirmation of aggressive non-Hodgkin lymphoma (including diffuse large B cell lymphoma, transformed follicular lymphoma, transformed marginal zone lymphoma, primary mediastinal B-cell lymphoma, T cell lymphoma and NK T-cell lymphoma). Patients with indolent B cell lymphoma are excluded * Be willing and able to provide written informed consent/assent for the trial * Have measurable disease (\>= 1.5 cm in the longest diameter for nodal or extranodal disease) * Have provided archival tumor tissue sample or newly obtained core or excisional biopsy of a tumor lesion not previously irradiated. Formalin-fixed, paraffin embedded (FFPE) tissue blocks are preferred to slides. Newly obtained biopsies are preferred to archived tissue. Newly-obtained is defined as a specimen obtained up to 6 weeks (42 days) prior to initiation of treatment on day 1. Subjects for whom newly-obtained samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an archived specimen. Note: If submitting unstained cut slides, newly cut slides should be submitted to the testing laboratory within 14 days from the date slides are cut * Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1. Evaluation of ECOG is to be performed within 7 days prior to the date of allocation/randomization * Absolute neutrophil count (ANC) \>= 1,00…