 This is a multicenter trial to evaluate Pembrolizumab for patients with advanced penile squamous cell carcinoma following prior chemotherapy. Participating institutions are the University of Alabama at Birmingham coordinating center, M.D. Anderson Cancer Center, University of Michigan, University of Minnesota, and Emory University. Patients will receive intravenous Pembrolizumab every 3 weeks and undergo a clinical exam. Radiographic scans will be done at baseline and every 9 weeks. Therapy will continue until disease progression or there are intolerable toxicities. 