• Histologically- or cytologically-confirmed diagnosis of anaplastic thyroid cancer (ATC) or undifferentiated thyroid cancer (UTC). A diagnosis of possible ATC/UTC will be allowed if the clinical presentation is consistent with anaplastic or undifferentiated thyroid cancer.

• Disease characteristics one of the following:

‣ Unresectable ATC/UTC limited to the neck:

∙ Subjects must have received radiation therapy or surgery to primary tumor and have subsequent evidence of ATC/UTC.

• Metastatic ATC/UTC: either with entirely surgically-removed cancer/metastatic only disease, or with disease in the neck not requiring radiation or surgery to the neck mass

‣ Measurable disease per RECIST v1.1. Lesions situated in a previously-irradiated area are considered measurable if progression has been demonstrated in such lesions.

⁃ ≥ 18 years of age.

⁃ Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1 (within 7 days prior to the first dose of pembrolizumab).

⁃ Absolute neutrophil count (ANC) ≥ 1500/µL (within 10 days prior to the first dose of pembrolizumab).

⁃ Platelets ≥ 100 000/µL (within 10 days prior to the first dose of pembrolizumab).

⁃ Hemoglobin ≥ 9.0 g/dL or ≥ 5.6 mmol/L (within 10 days prior to the first dose of pembrolizumab). Criteria must be met without erythropoietin dependency and without packed red blood cell (pRBC) transfusion within last 2 weeks.

⁃ Creatinine ≤ 1.5 × ULN OR Measured or calculated creatinine clearance per institutional standard ≥ 30 mL/min for subject with creatinine levels \>1.5 × institutional ULN (GFR can also be used in place of creatinine or CrCl) (test within 10 days prior to the first dose of pembrolizumab).

⁃ Total bilirubin ≤ 1.5 × ULN OR Direct bilirubin ≤ ULN for participants with total bilirubin levels \>1.5 × ULN (test within 10 days prior to the first dose of pembrolizumab).

⁃ AST (SGOT) and ALT (SGPT) ≤ 2.5 × ULN (≤ 5 × ULN for participants with liver metastases) (test within 10 days prior to the first dose of pembrolizumab).

⁃ International normalized ratio (INR) ≤ 1.5 × ULN OR Prothrombin time (PT) ≤ 1.5 × ULN (Exception: subject is receiving anticoagulant therapy and PT or aPTT is within therapeutic range of intended use of anticoagulants)

⁃ The subject \[or legally acceptable representative (LAR) if applicable\] has the apparent ability to understand and the willingness to personally sign the written IRB-approved informed consent document.

⁃ Not a woman of childbearing potential (WOCBP), or if WOCBP, not pregnant (negative urine pregnancy test within 72 hours prior to first dose of pembrolizumab), not breastfeeding, and agrees to follow contraceptive guidance per protocol Appendix A. NOTE: if the urine test is positive or cannot be confirmed as negative, a negative serum pregnancy test is required.