Inclusion Criteria:
* Be willing and able to provide written informed consent for the trial and adhere to trial procedures.
* Have histologically confirmed relapsed (disease progression after most recent therapy) or refractory (failure to achieve complete response \[CR\] or partial response \[PR\] to most recent therapy) classical Hodgkin Lymphoma).
* Must have received at least standard first line chemotherapy for classical Hodgkin Lymphoma, containing an anthracycline.
* Must have failed or declined autologous stem cell transplantation (ASCT), or not be a candidate for ASCT.
* May have received prior therapy with pembrolizumab (or an equivalent checkpoint inhibitor or anti-PD-L1 antibody), but not in combination with bendamustine.
* May have received a prior autologous stem cell transplant but must be at least ≥100 days post-auto-transplant, and all transplant- related adverse events must have resolved to a grade 1 or less, and patients are not on immunosuppression, and meet all other eligibility criteria.
* Must have measurable or evaluable disease.
* Must have Eastern Cooperative Group (ECOG) performance status 0-1.
* Must have an estimated life expectancy of greater than 90 days.
* Demonstrate adequate organ and bone marrow function.
* If female of child-bearing potential, must have a negative pregnancy test within 72 hours prior to the first dose of study treatment.
* All participants must be willing to use adequate contraception for the duration of treatment with study drugs and continue for 120 days after the last dose of study drug.
* Must be available for treatment, assessment and follow-up.
Exclusion Criteria:
* There is known severe (≥ Grade 3) hypersensitivity to pembrolizumab or bendamustine.
* Patient receiving any other investigational agents, or has participated in a study of an investigational agent and has received study therapy or used an investigational device within 4 weeks of the first dose of treatment.
* Patient is receiving any other, non-investigational, chemotherapy, radiotherapy, small molecule, or biologic agent within 4 weeks of the first dose of treatment, or who has not recovered from adverse events due to a previously administered agent.
* Patient has had a prior monoclonal antibody within 4 weeks prior to first dose of therapy in the study, or who has not recovered from adverse events due to agents administered more than 4 weeks earlier.
* Patient has received pembrolizumab, or another anti-PD1, or anti-PD-L1, anti-PD-L2, anti-CD137, anti-CTLA-4, or anti-OX-40 antibody, or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways, with disease progression whilst on therapy, or within 3 months of completion of this line of therapy, without intervening systemic therapy (including chemotherapy, antibody drug conjugates or other targeted agents).
* Patient has received prior treatment with bendamustine, either as monotherapy or as part of a combination regimen.
* Patient has undergone prior allogeneic hematopoietic stem cell transplant.
* Patient has another concurrent active malignancy (excluding non-melanoma skin cancer or carcinoma in situ of the cervix that has undergone potentially curative therapy), and must be disease-free and off treatment for \> 3 years.
* Patient has known active central nervous system or meningeal disease.
* Patients with active or past documented autoimmune disease that has required treatment in the past 2 years.
* Patient is receiving systemic steroid therapy at a dose of \> 10 mg/day of prednisone (or equivalent) for 7 days prior to day 1 of study treatment.
* Has an uncontrolled co-existing illness, including but not limited to: ongoing or active infection requiring systemic therapy; systemic congestive heart failure Class III or IV by NYHA criteria; unstable angina pectoris or cardiac arrhythmia; in patients status post allogeneic transplantation uncontrolled GVHD.
* Patient has a history of (non-infectious) pneumonitis that has required steroid treatment, or concurrent active pneumonitis.
* Patient is pregnant, or nursing, or expecting to conceive or father children within the projected duration of the trial, starting with the screening visit through 120 days after the last dose of pembrolizumab and/or bendamustine.
* Has a known history of Human Immunodeficiency Virus (HIV), active tuberculosis (TB, Mycobacterium tuberculosis), or active hepatitis B or hepatitis C.
* Patient has received a live vaccine within 30 days prior to first dose of study drugs.
* Patient is eligible for autologous or allogeneic stem cell transplant, unless patient has declined this, therefore rendering themselves ineligible for stem cell transplantation.
