Study of Pembrolizumab and Single Agent Chemotherapy as First Line Treatment for Patients With Locally Advanced or Metastatic Non-small Cell Lung Cancer With Eastern Cooperative Oncology Group (ECOG) Performance Status of 2

Inclusion Criteria: 1. Participants must be \>18 years old at time of diagnosis 2. Histologically confirmed non-small cell lung cancer 3. ECOG PS 2 4. Clinical staging of IIIc or IV disease. 4A. For patients with stage IIIc disease, patients are ineligible for or refuse standard treatment with platinum-double chemotherapy and radiation. 4B. For patients with stage IV disease, platinum doublet chemotherapy is not appropriate, deemed unsafe by the treating physician, or declined by the patient 4C. Screening lab work must meet the following parameters: 4Ca. Absolute neutrophil count (ANC) ≥1000/mm3 4Cb. Platelet count ≥100,000/mm3 4Cc. CrCl\>50 (if pemetrexed is to be offered) 4Cd. AST and ALT ≤ 2.5 x ULN 4D. Patients with small, asymptomatic brain metastases are eligible 4E. 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 4F.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: 1. Patients with history of autoimmune conditions with the following exceptions, which are allowed: alopecia, vitiligo, rheumatoid arthritis, psoriasis/psoriatic arthritis, Hashimoto's thyroiditis 2. 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. 3. Patients with cardiovascular, hepatic, or renal systemic diseases that would preclude use of chemotherapy and/or immunotherapy per the treating investigator. 4. The patient must not be on any clinical trials involving other experimental therapies during study treatment 5. Women who are currently pregnant or breast-feeding 6. Patients with any other concurrent medical or psychiatric condition that were deemed inappropriate for entry into the study per the investigator. 7. 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. 8. Active infection requiring IV antibiotics