KEYMAKER-U01 Umbrella Master Study: Studies of Investigational Agents With Either Pembrolizumab (MK-3475) Alone or With Pembrolizumab PLUS Chemotherapy in Participants With Non-small Cell Lung Cancer (NSCLC) (MK-3475-U01/KEYMAKER-U01)

This study is referred to as the "umbrella master protocol" for pembrolizumab (MK-3475) in the treatment of non-small cell lung cancer (NSCLC). This pembrolizumab NSCLC umbrella master protocol uses a platform design and consists of this master screening study and additional substudies. Each substudy will enroll a different population of NSCLC participants.

Inclusion Criteria: The main inclusion criteria include but are not limited to the following: * Has histologically- or cytologically-confirmed diagnosis of Stage IV squamous or nonsquamous NSCLC * Has measurable disease per Response Evaluation Criteria in Solid Tumors version 1.1 Exclusion Criteria: The main exclusion criteria include but are not limited to the following: * Has an active autoimmune disease that has required systemic treatment in the past 2 years * Has a history of (noninfectious) pneumonitis/interstitial lung disease that required steroids or has current pneumonitis/interstitial lung disease * Has an active infection requiring systemic therapy