 ALL PATIENTS ARMS A, B, and C: Patients receive pembrolizumab intravenously IV over 30 minutes on day 1. Treatment repeats every 21 days for up to 12 months in the absence of disease progression or unacceptable toxicity. Patients receiving benefit may continue to receive treatment for an additional 12 months at the discretion of the investigator. Patients with CLL or CLL with Richters transformation experiencing stable disease without partial remission or progressive disease at 3 months of treatment with pembrolizumab proceed to the treatment continuation phase. 