Pembrolizumab in Treating Patients With Bladder Cancer Undergoing Radical Cystectomy

Inclusion Criteria: * Be willing and able to provide written informed consent. * Have absence of metastatic disease as determined by conventional imaging studies and be considered a good surgical candidate by the treating physician. * Be willing to participate in the collection of blood and tissue for banking and future correlative studies. * Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) performance scale. * Absolute neutrophil count (ANC) \>= 1,500 /mcL. * Platelets \>= 100,000/mcL. * Hemoglobin (Hgb) \>= 9 g/dL or \>= 5.6 mmol/L without (w/o) transfusion within 7 days of assessment. * Creatinine OR calculated creatinine clearance =\< 1.5 x upper limit of normal (ULN) OR \>= 30 mL/min for subject with creatinine levels \> 1.5 x institutional ULN. Creatinine clearance should be calculated per institutional standard. * Total bilirubin =\< 1.5 x ULN OR direct bilirubin =\< ULN for subjects with total bilirubin levels \> 1.5 x ULN * Aspartate aminotransferase (AST) (serum glutamic-oxaloacetic transaminase \[SGOT\]) and alanine aminotransferase (ALT) (serum glutamate pyruvate transaminase \[SGPT\]) =\< 2.5 x ULN OR =\< 5 x ULN for subjects with liver metastases. * Albumin \> 2.5 mg/dL. * Coagulation international normalized ratio (INR) or prothrombin time (PT) activated partial thromboplastin time (aPTT) =\< 1.5 x ULN unless subject is receiving anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use of antico…