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

Inclusion Criteria:

Has histologically- or cytologically-confirmed diagnosis of Stage IV squamous or nonsquamous NSCLC
Participants with nonsquamous NSCLC who are not eligible for an approved targeted therapy
Is able to to provide archival tumor tissue sample collected either within 5 years or within the interval from completion of last treatment but before entering the screening period or newly obtained core or excisional biopsy of a tumor lesion not previously irradiated obtained within 90 days of treatment initiation
Has not received prior systemic treatment for their metastatic NSCLC
Is able to complete all screening procedures within the 35-day screening window
Has adequate organ function within 10 days of initiation of study treatment
Male participants must agree to use contraception and should refrain from donating sperm during the treatment period and:
Substudy 1: for at least 120 days after the last dose of pembrolizumab and for at least 180 days after the last dose of chemotherapy
Substudies 2 and 3: for at least 120 days after study treatments

Female participants must not be pregnant or breastfeeding, and at least 1 of the following conditions apply:

Not a woman of childbearing potential (WOCBP), OR
A WOCBP who agrees to use contraception during the treatment period and:
Substudy 1: for at least 120 days after the last dose of pembrolizumab and for at least 180 days after the last dose of chemotherapy.

Substudies 2 and 3: for at least 120 days after study treatment

*Substudies 1 and 2 Only:

Has not received prior systemic treatment for their metastatic NSCLC

*Substudy 2 Only:

Has a programmed death-ligand 1 (PD-L1) Tumor Proportion Score (TPS) ≥1%

*Substudy 3 Only:

Has progressed on treatment with an anti-PD-(L)1 monoclonal antibody (mAb) administered either as monotherapy, or in combination with other checkpoint inhibitors or other therapies
Has progressive disease during/after platinum doublet chemotherapy

Exclusion Criteria:

Has a diagnosis of small cell lung cancer
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 before the first dose of study treatment
Has a known additional malignancy that is progressing or has required active treatment within the past 2 years
Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis
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
Has clinically significant cardiac disease, including unstable angina, acute myocardial infarction within 6 months from Day 1 of study treatment administration, or New York Heart Association Class III or IV congestive heart failure
Has a known history of HIV infection
Has a known history of Hepatitis B or known active Hepatitis C virus infection
Has had major surgery <3 weeks before the first dose of study treatment
Is expected to require any other form of antineoplastic therapy while on study
Has received prior radiation therapy to the lung that is >30 Gray (Gy) within 6 months of the first dose of study treatment
Has received a live vaccine within 30 days before the first dose of study treatment. Any licensed COVID-19 vaccine (including for Emergency Use) in a particular country is allowed as long as they are messenger ribonucleic acid (mRNA) vaccines, adenoviral vaccines, or inactivated vaccines. Investigational vaccines (ie, those not licensed or approved for Emergency Use) are not allowed
Has received any prior immunotherapy and was discontinued from that treatment due to a severe or worse immune-related adverse event (irAE)
Has had chemotherapy or biological cancer therapy within 4 weeks before the first dose of study treatment or has not recovered to Common Terminology Criteria for Adverse Events (CTCAE) Grade 1 or better from the AEs due to cancer therapeutics administered more than 4 weeks before the first dose of study treatment (including participants who had previous immunomodulatory therapy with residual irAEs)
Is currently participating in or has participated in a study of an investigational agent or has used an investigational device within 4 weeks before the first dose of study treatment
Previously had a severe hypersensitivity reaction to treatment with monoclonal antibodies (including pembrolizumab) and/or any of their excipients
Is pregnant or breastfeeding or expecting to conceive or father children within the projected duration of the study, starting with the screening visit through 120 days after the last dose of study treatment

Has had an allogenic tissue/solid organ transplant

*Substudy 1 Only:

Has symptomatic ascites or pleural effusion (if receiving pemetrexed)
Has a history or current evidence of a gastrointestinal (GI) condition (e.g. inflammatory bowel disease, Crohn's disease, ulcerative colitis) or impaired liver function or diseases that in the opinion of the investigator may significantly alter the absorption or metabolism of oral medications
Is getting chemotherapy and has clinically active diverticulitis, intra-abdominal abscess, GI obstruction, or peritoneal carcinomatosis
Has preexisting neuropathy that is moderate in intensity
Is unable to interrupt aspirin or other non-steroidal anti-inflammatory drugs (NSAIDs), other than aspirin dose less than or equal to 1.3 gm/day for a 5-day period (8-day period for long acting agents such as peroxicam), for participants who will receive pemetrexed
Is unable or unwilling to take folic acid or vitamin B12 supplementation, for participants who will receive pemetrexed

Has a known sensitivity to any component of carboplatin, paclitaxel, pemetrexed or any of their excipients

*Substudies 1 and 2 Only:

Has received prior systemic cytotoxic chemotherapy or other targeted or biological antineoplastic therapy for metastatic disease

Has received prior therapy with an anti-programmed cell death-1 (PD-1), anti-programmed cell death-ligand 1 (PD-L1), or anti-PD-L2 agent or prior therapy targeting other immunoregulatory receptors or mechanisms

*Substudy 3 Only:

Has received prior therapy targeting other immuno-regulatory receptors or mechanisms, not including anti-PD-(L)1 agents
Has participated in Substudies 1 or 2