Testing the Use of Combination Immunotherapy Treatment (N-803 [ALT-803] Plus Pembrolizumab) Against the Usual Treatment for Advanced Non-small Cell Lung Cancer (A Lung-MAP Treatment Trial)

Participants must not have leptomeningeal disease that requires CNS-specific treatment prior to registration and must not be planning to receive the CNS-specific treatment through the first cycle of the protocol therapy

Participants must not have experienced the following:

* Any grade 3 or worse immune-related adverse event (irAE). Exception: asymptomatic nonbullous/nonexfoliative rash

* Any unresolved grade 2 irAE

* Any toxicity that led to permanent discontinuation of prior anti-PD-1/PD-L1 immunotherapy

* Exception to the above: Toxicities of any grade that requires replacement therapy and has stabilized on therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency) are allowed

Participants must not have any history of organ transplant that requires use of immunosuppressives

Participants must not have history of (non-infectious) pneumonitis that required steroids or current pneumonitis/interstitial lung disease

Participants must not have any known allergy or reaction to any component of the investigational formulations. If there is a known allergy or reaction to standard of care formulations, participants must be able to safely receive at least one of the standard of care options

Participants must not have any grade III/IV cardiac disease as defined by the New York Heart Association Criteria (i.e., participants with cardiac disease resulting in marked limitation of physical activity or resulting in inability to carry on any physical activity without discomfort), unstable angina pectoris, and myocardial infarction within 6 months prior to sub-study randomization, or serious uncontrolled cardiac arrhythmia

Participants must not have experienced any arterial thromboembolic events, including but not limited to myocardial infarction, transient ischemic attack, cerebrovascular accident, or unstable angina, within 6 months prior to sub-study randomization

Participants must not have an active or uncontrolled infection in the opinion of the treating investigator

Participants must not have a prior or concurrent malignancy whose natural history or treatment has the potential to interfere with the safety or efficacy assessment of the investigational regimen

Participants must not have any of following:

* Cirrhosis at a level of Child-Pugh B (or worse)

* Cirrhosis (any degree) and a history of hepatic encephalopathy

* Or clinically meaningful ascites resulting from cirrhosis. Clinically meaningful ascites is defined as ascites from cirrhosis requiring diuretics or paracentesis

Participants must not have received anti-CTLA4 therapy (e.g. ipilimumab, tremelimumab), or other immune-modulatory therapy (e.g. anti-TIM-3, anti-LAG-3, anti-GITR, IL-2, IL-15)

Participants must not have received any prior systemic therapy (systemic chemotherapy, immunotherapy or investigational drug) within 21 days prior to sub-study randomization

Participants must not have received any radiation therapy within 14 days prior to sub-study randomization

Participants must not have received nitrosoureas or mitomycin-c within 42 days prior to sub-study randomization

Participants must not have received systemic treatment with corticosteroids (\> 10 mg daily prednisone or equivalent) or other immunosuppressive medications within 7 days prior to sub-study randomization. Inhaled or topical steroids, and adrenal replacement doses =\< 10 mg daily prednisone or equivalent are permitted in the absence of active autoimmune disease

Participants must not have received a live attenuated vaccination within 28 days prior to sub-study randomization. All COVID-19 vaccines that have received Food and Drug Administration (FDA) approval or FDA emergency use authorization are acceptable

Participants must not be planning to receive any concurrent chemotherapy, immunotherapy, biologic or hormonal therapy for cancer treatment while receiving treatment on this study

Participants must not have had a major surgery within 14 days prior to sub-study randomization. Participant must have fully recovered from the effects of prior surgery in the opinion of the treating investigator

Participants must not have an active autoimmune disease that has required systemic treatment within two years prior to sub-study randomization (i.e., with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency) is not considered a form of systemic treatment and is allowed

Participants must not have any history of primary immunodeficiency

Participants must not be pregnant or nursing. Women/men of reproductive potential must have agreed to use an effective contraceptive method during the study and 4 months after completion of study treatment. A woman is considered to be of "reproductive potential" if she has had menses at any time in the preceding 12 consecutive months. In addition to routine contraceptive methods, "effective contraception" also includes heterosexual celibacy and surgery intended to prevent pregnancy (or with a side-effect of pregnancy prevention) defined as a hysterectomy, bilateral oophorectomy or bilateral tubal ligation. However, if at any point a previously celibate participant chooses to become heterosexually active during the time period for use of contraceptive measures outlined in the protocol, he/she is responsible for beginning contraceptive measures during the study and 4 months after study completion

What this study is about