Substudy 02B: Safety and Efficacy of Pembrolizumab in Combination With Investigational Agents or Pembrolizumab Alone in Participants With First Line (1L) Advanced Melanoma (MK-3475-02B/KEYMAKER-U02)

Inclusion Criteria:

Has histologically or cytologically confirmed melanoma
Has unresectable Stage III or Stage IV melanoma, not amenable to local therapy
Has been untreated for advanced disease.
Has provided a tumor biopsy

If capable of producing sperm, male participants agree to the following during the intervention period and for at least the time needed to eliminate each study intervention after the last dose of study intervention (7 days):

Abstains from penile-vaginal intercourse as their preferred and usual lifestyle (abstinent on a long-term and persistent basis) and agrees to remain abstinent OR
Uses contraception unless confirmed to be azoospermic

A female participant is eligible to participate if she is not pregnant or breastfeeding, and at least one of the following conditions applies:

Is not a WOCBP OR
Is a WOCBP and Uses a contraceptive method that is highly effective, with low user dependency, or be abstinent from penile-vaginal intercourse as their preferred and usual lifestyle (abstinent on a long-term and persistent basis) during the intervention period and for at least the time needed to eliminate each study intervention after the last dose of study intervention. The length of time required to continue contraception for each study intervention is:
MK-4280A: 120 days
MK-1308A: 120 days
MK-7684: 50 days
MK-3475: 120 days
Lenvatinib: 30 days
ATRA: 30 days
Has adequate organ function
Has resolution of toxic effect(s) of the most recent prior therapy to Grade 1 or less (except alopecia and Grade 2 neuropathy)

Exclusion Criteria:

Has a diagnosis of immunodeficiency or is receiving immunosuppressive therapy within 7 days before the first dose of study intervention
Has a known additional malignancy that is progressing or requires active treatment within the past 2 years
Has known central nervous system (CNS) metastases and/or carcinomatous meningitis
Has ocular or mucosal melanoma
Has an active autoimmune disease that has required systemic treatment in the past 2 years
Has an active infection requiring systemic therapy
Has known history of human immunodeficiency virus (HIV)
Has history of Hepatitis B or known Hepatitis C virus infection
Has a history of (noninfectious) pneumonitis
Has a history of active tuberculosis (TB)
Has received prior systemic anticancer therapy within 4 weeks prior to randomization
Has received prior radiotherapy within 2 weeks of first dose of study intervention
Has had major surgery <3 weeks prior to first dose of study intervention
Has received a live vaccine within 30 days before the first dose of study intervention
Has participated in a study of an investigational agent within 4 weeks prior to the first dose of study intervention
Has had an allogeneic tissue/solid organ transplant
Has a known psychiatric or substance abuse disorder that would interfere with requirements of the study

Participants who receive lenvatinib have the following additional exclusion criteria:

Has a pre-existing Grade ≥3 gastrointestinal or non-gastrointestinal fistula
Has radiographic evidence of encasement of invasion of a major blood vessel, or of intratumoral cavitation
Has clinically significant hemoptysis or tumor bleeding within 2 weeks prior to the first dose of study intervention
Has clinically significant cardiovascular disease within 12 months from first dose of study intervention
Has urine protein ≥1 g/24-hour.
Has presence of gastrointestinal condition including malabsorption, gastrointestinal anastomosis, or any other condition that might affect the absorption of lenvatinib