Rintatolimod and Pembrolizumab for the Treatment of Refractory Metastatic or Unresectable Colorectal Cancer

Inclusion Criteria: * Biopsy proven colorectal adenocarcinoma which is metastatic or otherwise unresectable * Microsatellite stable/mismatch-repair proficient (by immunohistochemistry \[IHC\] and/or polymerase chain reaction \[PCR\]) * Progression following: a fluoropyrimidine, oxaliplatin, irinotecan, and anti-EGFR targeted therapy (if anti-EGFR therapy is appropriate), bevacizumab (if appropriate) * NOTE: Patients who could not tolerate standard agents because of unacceptable, but reversible, toxicity necessitating their discontinuation will be allowed to participate * Amenable to undergoing serial tumor biopsy (x 2). NOTE: patients with inaccessible lesions, where the investigator deems biopsy to be unsafe or where biopsy is otherwise contraindicated, are still eligible to enroll, with review and approval of the principal investigator (PI) * Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1 * Absolute neutrophil (ANC) count \>= 1500/uL * Platelets \>= 100,000/uL * Hemoglobin \>= 9 g/dL * Serum or plasma creatinine =\< 1.5 X upper limit of normal (ULN) or measured or calculated creatinine clearance by Cockcroft Gault Equation \>= 30 ml/min for subjects with creatinine levels \> 1.5 x ULN * Aspartate aminotransferase (AST) (serum glutamic oxaloacetic transaminase \[SGOT\])/alanine aminotransferase (ALT) (serum glutamate pyruvate transaminase \[SGPT\]) =\< 2.5 x ULN or (=\< 5 x ULN if the patient has liver metastases) * Bilirubin =\< 1.5 x ULN…