A Study of Pembrolizumab Plus Local Chemotherapy Using Isolated Limb Infusion (ILI) for Patients With Sarcoma in the Arm or Leg

Inclusion Criteria: Patients must fulfill all of the following criteria to be eligible for admission to the study. Any exceptions from the protocol-specific selection criteria must be approved by the Principal Investigator and/or the Institutional Review Board (IRB) before enrollment. * Age \>/= 12 years at the time of informed consent * Willing and able to provide written informed consent/assent for the trial * Willing to comply with treatment protocol * Have a histologically confirmed metastatic and/or locally advanced sarcoma * Eligible for standard treatment with pembrolizumab * Eligible for an isolated limb infusion (ILI) as determined by the treating physician * Have undergone at least one prior line of systemic therapy (e.g. chemotherapy, immunotherapy, targeted or biological therapy) or have declined the standard of care systemic option. * Have measurable disease (at least one index lesion) as defined by RECIST 1.1 or by clinical measurement for superficial lesions not amenable to radiographic surveillance. Index lesions must not be chosen from a previously irradiated field unless there has been radiographically and/or pathologically documented tumor progression in that lesion prior to enrollment. * Adequate performance status: ECOG \</= 2 or KPS \>/= 60% * Adequate organ function determined within 3 weeks of treatment initiation, defined as follows: * Hemoglobin \>/= 8.0 g/dL * Absolute neutrophil count \>/= 1,000/mm\^3 (1.0 x 10\^9/L) * Platelet count \>/= …