Pembrolizumab and Sunitinib Malate in Treating Participants With Refractory Metastatic or Unresectable Thymic Cancer

This phase II trial studies how well pembrolizumab and sunitinib malate work in treating participants with thymic cancer that has spread to other places in the body or cannot be removed by surgery and does not respond to treatment. Monoclonal antibodies, such as pembrolizumab, may interfere with the ability of tumor cells to grow and spread. Sunitinib malate may stop the growth of tumor cells by blocking some of the enzymes needed for cell growth. Giving pembrolizumab and sunitinib malate may work better in treating thymic cancer.