The purpose of this study is to see if the addition of the investigation drug called pembrolizumab (Keytruda®) to radiation therapy and bevacizumab (Avastin®) is safe and can help with controlling the growth of tumors, in participants with recurrent high grade glioma.

Inclusion Criteria:

• Histologically confirmed diagnosis of World Health Organization (WHO) Grade III (except anaplastic oligodendroglioma) or IV malignant glioma.
• Documented recurrence by diagnostic biopsy or contrast enhanced magnetic resonance imaging (MRI) performed within 28 days of entry into the trial as per Response Assessment Criteria for High-Grade Gliomas (RANO) Criteria.
• Patients with recurrent WHO Grade III gliomas should have received one prior treatment for recurrent high grade disease.
• Maximum diameter of enhancing tumor (target lesion) should be ≤ 3.5 cm.
• Interval of ≥ 6 months after the end of prior radiation therapy is required unless there is a new recurrence outside of the previous radiotherapy treatment field.
• Previous first line treatment with at least standard dose of radiotherapy (total dose ≥ 54 Gy) and temozolomide.
• Interval of ≥ 4 weeks since surgical resection prior to entry into the trial.
• Interval of ≥ 4 weeks after last administration of any investigational agent or prior cytotoxic therapy (except bevacizumab). There should be 14 days interval between the last dose of bevacizumab and first day of treatment on study.
• Age 18 years or older on day of signing informed consent.
• Karnofsky performance status ≥ 70.
• Demonstrate adequate organ function.
• Resting baseline O2 saturation by pulse oximetry of ≥ 92% at rest.
• Must have recovered from the toxic effects of prior therapies.
• Willing and able to provide written informed consent/assent for the trial.
• Life expectancy ≥ 12 weeks.
• Female participants of childbearing potential should have a negative urine or serum pregnancy within 72 hours prior to receiving first dose of study medication. Must be willing to use 2 methods of birth control or be surgically sterile, or abstain from heterosexual activity for the course of the study through 120 days after the last dose of study medication.
• Male participants should agree to use an adequate method of contraception starting with the first dose of study therapy through 120 days after the last dose of study therapy.

Exclusion Criteria:

• More than 3 recurrences of high grade glioma.
• Has anaplastic oligodendroglioma.
• Has received reradiation to recurrent disease (other than standard frontline adjuvant radiation therapy).
• Recurrent tumors near the brainstem and optic chiasm must not have received prior radiation therapy.
• Infratentorial, or leptomeningeal evidence of recurrent disease.
• Recurrent or persistent tumor (enhancing area) greater than 3.5 cm in maximum diameter.
• Prior treatment with Gliadel unless it was administered as first line treatment and ≥ 3 months prior to study treatment.
• Unable (due to existent medical condition) or unwilling to have a contrast enhanced MRI of brain.
• Currently participating in or has participated in a study of an investigational agent or using an investigational device within 4 weeks of first dose of treatment.
• Diagnosis of immunodeficiency or is receiving systemic immunosuppressive therapy within 7 days prior to the first dose of trial treatment. Physiologic doses of steroid therapy (≤ 10 mg/day prednisone equivalents) is allowed.
• Prior chemotherapy, targeted small molecule therapy, or monoclonal antibody (except bevacizumab) within 4 weeks prior to study Day 1 or has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to agents administered more than 4 weeks earlier. Wash out period for bevacizumab is 14 days.
• Known additional malignancy that is progressing or requires active treatment. Exceptions include basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or in situ cervical cancer that has undergone potentially curative therapy.
• Active autoimmune disease requiring systemic treatment within past 3 months or documented history of clinically severe autoimmune disease, or syndrome that requires systemic steroids or immunosuppressive agents.
• Evidence of interstitial lung disease or active, non-infectious pneumonitis.
• Active infection requiring systemic therapy.
• Prior allergic reaction to Bevacizumab.
• History of uncontrolled hypertension, hypertensive crisis or hypertensive encephalopathy.
• History of a non-healing wound, ulcer, or bone fracture within 90 days (3 months) prior to entry into the trial.
• History of gastrointestinal bleeding or any other hemorrhage/bleeding event ≥ grade 3 (CTCAE, v. 4) within 30 days prior to entry in to the trial.
• Major surgical procedure, open biopsy, or significant traumatic injury within 28 days prior to day 1 of treatment on study.
• Requires escalating or chronic supraphysiologic doses of corticosteroids (> 10 mg/day prednisone equivalents).
• History or current evidence of any condition, therapy, or laboratory abnormality that might confound the results of the trial, interfere with the subject's participation for the full duration of the trial, or is not in the best interest of the subject to participate, in the opinion of the treating investigator.
• Known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial.
• Pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the trial, starting with the pre-screening or screening visit through 120 days after the last dose of trial treatment.
• Prior therapy with an anti-Programmed Death 1(PD-1), anti-Programmed Death-1 Ligand 1 (PD-L1), anti-PD-L2, anti-CD137, or anti-Cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways).
• Known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies).
• Known active Hepatitis B.
• Has received a live vaccine within 30 days prior to the first dose of trial treatment.