Pembrolizumab and Sunitinib Malate in Treating Participants With Refractory Metastatic or Unresectable Thymic Cancer

Inclusion Criteria: * Be willing and able to provide written informed consent/assent for the trial * Have histologically or cytologically-documented diagnosis of advanced (metastatic and/or unresectable) thymic carcinoma, for which no curative treatment (including surgery, radiation, or other) is available * Have experienced progressive disease after at least one previous regimen of platinum-based chemotherapy. Prior platinum-containing adjuvant, neoadjuvant, or definitive chemoradiation therapy given for locally advanced disease is considered first line therapy only if recurrent (local or metastatic) disease developed within 6 months of completing therapy. Subjects with recurrent disease \< 6 months will be eligible. Patients who have not had prior platinum-based chemotherapy for documented reasons (e.g., refusal or drug supply issues) may be eligible for study entry at the discretion of the sponsor investigator. * Have measurable disease based on Response Evaluation Criteria in Solid Tumors (RECIST) 1.1 * Availability of a recent formalin-fixed, paraffin-embedded (FFPE) tumor tissue block; a recently obtained archival FFPE tumor tissue block (if an FFPE tissue block cannot be provided, 15 unstained slides \[10 minimum\] will be acceptable) from a primary or metastatic tumor resection or biopsy can be provided if it was obtained within 3 years of trial screening; patients with tumor specimens older than 3 years may still be eligible if deemed so by study sponsor * Be willin…