SCLC (second line) a. Histologically or cytologically confirmed SCLC based on biopsy of the tumor at initial presentation. b. Asymptomatic or treated brain metastases are allowed. c. Patients must have measurable disease (by CT or MRI) after they progressed or were resistant to 1 prior systemic therapy. (iv). TNBC (second line) a. Histologically proven metastatic breast carcinoma with triple negative receptor status (estrogen receptor, progesterone receptor, and human epidermal growth factor SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 124 receptor 2 [HER2] negative by IHC and fluorescence in situ hybridization [ FISH], per standard criteria). Patients who are weakly positive for the estrogen or progesterone receptor (i.e., < 5%) are eligible. b. Patients must have measurable disease (by CT or MRI) after they progressed or were resistant to 1 prior systemic therapy. c. Patients have undergone second line therapy after residual or recurrent disease after first line therapy. First line therapy may include: a. Neoadjuvant therapy if macroscopic disease is still present after surgery OR b. Adjuvant therapy but only if the macroscopic relapse occurs > 6 months from the start of study treatment with pembrolizumab. (v).