Pembrolizumab and Enfortumab Vedotin With Pembrolizumab Prior to and After Radical Nephroureterectomy for High-Risk Upper Tract Urothelial Cancer

Inclusion Criteria: * Male/female participants who are at least 18 years of age on the day of signing informed consent with histologically confirmed diagnosis of high-risk upper tract urothelial carcinoma will be enrolled in this study * Male participants: A male participant must agree to use a contraception during the treatment period and for at least 6 months after the last dose of study treatment and refrain from donating sperm during this period * Female participants: A female participant is eligible to participate if she is not pregnant, not breastfeeding, and at least one of the following conditions applies: * Not a woman of childbearing potential (WOCBP) OR * A WOCBP who agrees to follow the contraceptive guidance during the treatment period and for at least 6 months after the last dose of study treatment * Have provided archival tumor tissue sample or newly obtained core or excisional biopsy of a tumor lesion not previously irradiated. Formalin-fixed, paraffin embedded (FFPE) tissue blocks are preferred to slides. Newly obtained biopsies are preferred to archived tissue * Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1. Evaluation of ECOG is to be performed within 7 days prior to the first dose of study intervention * Absolute neutrophil count (ANC) \>= 1500/uL (Specimens must be collected within 10 days prior to the start of study intervention) * Platelets \>= 100000/uL (Specimens must be collected within 10 days prior to the start of study intervention) * Hemoglobin \>= 9.0 g/dL or \>= 5.6 mmol/L (Specimens must be collected within 10 days prior to the start of study intervention) * Creatinine =\< 1.5 x upper limit of normal (ULN) OR measured or calculated creatinine clearance (glomerular filtration rate (GFR) can also be used in place of creatinine or creatinine clearance \[CrCl\]) (Specimens must be collected within 10 days prior to the start of study intervention) \>= 30 mL/min for participant with creatinine levels \> 1.5 x institutional ULN * Total bilirubin =\<1.5 ×ULN OR direct bilirubin =\< ULN for participants with total bilirubin levels \> 1.5 × ULN (Specimens must be collected within 10 days prior to the start of study intervention) * Aspartate aminotransferase (AST) (serum glutamic-oxaloacetic transaminase \[SGOT\]) and alanine aminotransferase (ALT) (serum glutamic-pyruvic transaminase \[SGPT\]) =\< 2.5 x ULN (=\< 5 x ULN for participants with liver metastases) (Specimens must be collected within 10 days prior to the start of study intervention) * International normalized ratio (INR) OR prothrombin time (PT) activated partial thromboplastin time (aPTT) =\< 1.5 × ULN unless participant is receiving anticoagulant therapy as long as PT or aPTT is within therapeutic range of intended use of anticoagulants (Specimens must be collected within 10 days prior to the start of study intervention) Exclusion Criteria: * A WOCBP who has a positive urine pregnancy test within 72 hours prior to allocation. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required. * Note: in the event that 72 hours have elapsed between the screening pregnancy test and the first dose of study treatment, another pregnancy test (urine or serum) must be performed and must be negative in order for subject to start receiving study medication * Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (eg, CTLA-4, OX-40, CD137) * Has received prior systemic anti-cancer therapy including investigational agents within 4 weeks \[could consider shorter interval for kinase inhibitors or other short half-life drugs\] prior to allocation * Note: Participants must have recovered from all adverse events (AEs) due to previous therapies to =\< grade 1 or baseline. Participants with =\< grade 2 neuropathy may be eligible. Participants with endocrine-related AEs grade =\< 2 requiring treatment or hormone replacement may be eligible * Note: If the participant had major surgery, the participant must have recovered adequately from the procedure and/or any complications from the surgery prior to starting study intervention * Has received prior radiotherapy within 2 weeks of start of study intervention. Participants must have recovered from all radiation-related toxicities, not require corticosteroids, and not have had radiation pneumonitis. A 1-week washout is permitted for palliative radiation (=\< 2 weeks of radiotherapy) to non-central nervous system (CNS) disease * Has received a live vaccine within 30 days prior to the first dose of study drug. Examples of live vaccines include, but are not limited to, the following: measles, mumps, rubella, varicella/zoster (chicken pox), yellow fever, rabies, Bacillus Calmette-Guerin (BCG), and typhoid vaccine. Seasonal influenza vaccines for injection are generally killed virus vaccines and are allowed; however, intranasal influenza vaccines (eg, FluMist registered trademark) are live attenuated vaccines and are not allowed * Is currently participating in or has participated in a study of an investigational agent or has used an investigational device within 4 weeks prior to the first dose of study intervention * Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy (in dosing exceeding 10 mg daily of prednisone equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of study drug * Has a known additional malignancy that is progressing or has required active treatment within the past 2 years. Participants with basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ (eg, breast carcinoma, cervical cancer in situ) that have undergone potentially curative therapy are not excluded * Has known active CNS metastases and/or carcinomatous meningitis. Participants with previously treated br