Pembrolizumab has been shown to increase survival in patients with metastatic melanoma. Considering the numerous oncoming studies, we decided to conduct a narrative review of the latest efficacy evidence regarding the use of pembrolizumab, alone or in combination, in patients with metastatic melanoma. A search was conducted in PubMed using “pembrolizumab,” and “metastatic melanoma” as keywords, considering studies from 2022 onward. We reviewed pembrolizumab and associations, cost-effectiveness, virus, advanced acral melanoma, long-term outcomes, real-life data, biomarkers, obesity, and vaccines. In conclusion, pembrolizumab is a fundamental option in the therapy of metastatic melanoma. However, a certain group of patients do not respond and, therefore, new combination options need to be evaluated. In particular, the use of vaccines tailored to tumor epitopes could represent a breakthrough in the treatment of resistant forms. Further studies with larger sample numbers are needed to confirm the preliminary results.