Dose Escalation and Cohort Expansion of Safety and Tolerability Study of Intratumoral rAd.CD40L (ISF35) in Combination of Systemic Pembrolizumab in Patients With Refractory Metastatic Melanoma

Study Groups: If participant is found to be eligible to take part in this study, they will be assigned to 1 of 2 dose levels of ISF35 based on when they join this study. Up to 6 participants will be enrolled in the first group and up to 24 participants will be enrolled in the second group. The first group of participants will receive the lowest dose level. If no intolerable side effects are seen, all other participants enrolled in the study will receive the highest dose. If participant is assigned to the first group, they will not be able to move up to the second group. All participants will also receive the same dose of pembrolizumab. Study Drug Administration: Participants will receive ISF35 as an injection directly into 1-3 tumors every 3 weeks. The injections will be done in the clinic or at the interventional radiology suite. The study staff may use image guidance such as ultrasound, CT, and/or MRI to help inject the drug into the tumor. Participants will also receive pembrolizumab by vein over about 30 minutes every 3 weeks. Study Visits: At Week 0 (the first week participants receive treatment): * Participant will have a physical exam. * Blood (about 4 teaspoons) will be drawn for routine tests and to check participant's immune system. * Participant will have a tumor biopsy to check how the disease is responding to the study drug. To collect a biopsy, the area of skin is numbed with anesthetic and a small cut is made to remove all or part of the affected tissue. This biopsy will be performed within 24 hours of the first dose. * The tumors will be photographed and measured. For the photographs, participant's private areas will be covered (as much as possible), and a picture of their face will not be taken unless there are tumors on their face. At Weeks 1 and 2: * Participant will have a physical exam. * Blood (about 1 teaspoon) will be drawn for routine tests. At Weeks 3, 6, and 9 (± 3 days): * Participant will have a physical exam. * Blood (about 4 teaspoons) will be drawn for routine tests and to check participant's immune system. * During Week 6 only, participant will have a biopsy of 1 of the tumors that has been injected with the study drug and 1 of the tumors that they did not have an injection in to learn if the tumors have responded to the study drug. Researchers also want to learn if participant has any genetic mutations (changes) that may change how they respond to the study drug. The tumors will also be photographed and measured. Length of Study: Participant may receive the study drugs for up to 9 weeks. Participant will be taken off study if the disease gets worse, if intolerable side effects occur, or if they are unable to follow study directions. Patient's participation on the study will be over after about 2 years of follow-up visits. End-of-Study Visit: About 3 weeks after participant's last dose of study drug (Week 12) or as soon as they stop taking the study drug (if they stop taking the study drug before Week 9): * Participant will have a physical exam. * Blood (about 4 teaspoons) will be drawn for routine tests, to check participant's immune system, and to learn if the study drug has had any effect on the disease. * Participant will have an MRI, CT, or positron emission computed tomography (PET)/CT scan and the tumors will be photographed and measured. Follow-Up Within 2 weeks after participant's last dose of study drugs and then every 8-12 weeks after that for up to 2 years: * Participant will have a physical exam. * Blood (about 4 teaspoons) will be drawn for routine tests, to check participant's immune system, and to learn if the study drug has had any effect on the disease. * Participant will have MRI, CT, and/or PET/CT scans to check the status of the disease. The tumors will also be measured and photographed. Participant's doctor will decide what type of scans they will have. * At participant's first follow-up visit after they stop taking the study drug, they will have a tumor biopsy to check the status of the disease. If participant chooses to receive care at another hospital, the study staff will call them every 3 months for up to 2 years after their last dose of study drugs to learn how they are doing. The calls should last about 5 minutes. This is an investigational study. ISF35 is not FDA approved or commercially available. It is currently being used for research purposes. Pembrolizumab is FDA approved and commercially available for the treatment of melanoma and non-small cell lung cancer (NSCLC). The study doctor can explain how the study drugs are designed to work. Up to 36 participants will be enrolled in this study. All will take part at MD Anderson.