This is an expanded access program (EAP) for patient with Melanoma and Glioblastoma who have progressed after prior Protocol therapy including Bevacizumab, Temozolomide ( TMZ ), Ipilimumab, BRAF and MEK inhibitors. The patients whose tumors are EGFR, MET or ALK positive should first receive an EFGR or ALK inhibitor, respectively, prior to treatment with pembrolizumab.