Immunotherapy (Pembrolizumab) in Combination with Chemotherapy (Pemetrexed or Nab-Paclitaxel) for the Treatment of Patients with Stage III or IV or Recurrent Non-small Cell Lung Cancer who have an Eastern Cooperative Oncology Group Performance Status of 2

Inclusion Criteria

• Participants must be >= 18 years old at time of diagnosis
• Diagnosis of non-small cell lung cancer via cytology or histology; clinical diagnosis of non-small cell lung cancer (NSCLC) based on imaging and histology/cytology is acceptable if immunohistochemistry is non-specific
• ECOG PS 2
• Clinical staging of III or IV disease or recurrent disease * For patients with recurrent disease or stage III disease, patients are ineligible for or refuse standard treatment with platinum-double chemotherapy and radiation * For patients with stage IV disease, platinum doublet chemotherapy is not appropriate, deemed unsafe by the treating physician, or declined by the patient
• Absolute neutrophil count (ANC) ≥ 1000/mm^3
• Platelet count ≥ 100,000/mm^3
• Creatinine clearance (CrCl) > 50 (if pemetrexed is to be offered)
• Aspartate aminotransferase (AST) and alanine aminotransferase (ALT) ≤ 2.5 x upper limit of normal (ULN)
• Patients with small, asymptomatic brain metastases are eligible
• Women of childbearing potential must be negative for pregnancy testing (urine or blood) and agree to use effective contraception. Viable contraception should be used after trial screening, before initiation of chemotherapy, and throughout the duration of active treatment in the study. * Non-childbearing potential is defined as (by other than medical reasons): ** Amenorrheic > 2 years ** Amenorrheic for < 2 years and a follicle-stimulating hormone value in the postmenopausal range upon pre-study (screening) evaluation ** Post hysterectomy, oophorectomy or tubal ligation. * Otherwise the patient must be willing to use 2 adequate barrier methods throughout the study, starting with the screening visit through 120 days after the last dose of study drug
• Participants must read or be read and explained the purposes of the study and sign a statement of informed consent prior to participation. Those who do not read or understand English are eligible and may be consented according to institutional regulations

Exclusion Criteria

• Patients with history of autoimmune conditions with the following exceptions which are allowed, which are allowed: alopecia, vitiligo, rheumatoid arthritis, psoriasis/psoriatic arthritis, Hashimoto’s thyroiditis, Graves disease, hypothyroidism with thyroid-stimulating hormone (TSH)/free thyroxine (FT4) that is within normal limits
• Patients on immunosuppressive medication, including steroids (if doses exceed equivalent of prednisone 10 mg daily). Short courses of steroids which are discontinued prior to start of treatment are acceptable
• Patients with cardiovascular, hepatic, or renal systemic diseases that would preclude use of chemotherapy and/or immunotherapy per the treating investigator
• The patient must not be on any clinical trials involving other experimental therapies during study treatment
• Women who are currently pregnant or breast-feeding
• Patients with any other concurrent medical or psychiatric condition that were deemed inappropriate for entry into the study per the investigator
• Symptomatic, untreated brain metastases. Patients with treated brain metastases may be considered eligible after completion of radiation if steroids have been tapered to less than equivalent of 10 mg of prednisone
• Active infection requiring IV antibiotics