A Study of Pembrolizumab (MK-3475) in Combination With Chemotherapy or Immunotherapy in Participants With Non-small Cell Lung Cancer (MK-3475-021/KEYNOTE-021)

Inclusion Criteria: * Stage IIIb/IV NSCLC * Disease progression \>1 year after completing adjuvant therapy for Stage I-IIIA disease and no systemic therapy for the recurrent disease * Resolution of any toxic effects (excepting alopecia) of the most recent therapy * At least one radiographically measurable lesion * Performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Status scale * Female participants of reproductive potential must not be pregnant (negative urine or serum human chorionic gonadotropin test within 72 hours of study start) * Female and male participants of reproductive potential must agree to use adequate contraception throughout the study period and for up to 120 days after the last dose of study therapy and for up to 180 days after the last dose of chemotherapeutic agents or tyrosine kinase inhibitors Exclusion Criteria: * Currently participating or has participated in a study of an investigational agent or using an investigational device within 4 weeks of administration of pembrolizumab * Expected to require any other form of antineoplastic therapy while on study * Is on chronic systemic steroid therapy or on any other form of immunosuppressive medication * Has received a live-virus vaccination within 30 days of planned treatment start * Clinically active diverticulitis, intra-abdominal abscess, gastrointestinal (GI) obstruction, or abdominal carcinomatosis (known risks factors for bowel perforation) * History of a hematologic malignancy, primary brain tumor or sarcoma, or of another primary solid tumor, unless the participant has undergone potentially curative therapy with no evidence of that disease for 5 years * Active central nervous system (CNS) metastases and/or carcinomatous meningitis * Severe hypersensitivity reaction to treatment with another monoclonal antibody (mAb) * Active autoimmune disease that has required systemic treatment in the past 2 years (replacement therapies for hormone deficiencies are allowed) * Prior treatment with any other anti-programmed cell death protein-1 (anti-PD-1), or PD Ligand-1 (PD-L1) or PD Ligand-2 (PD-L2) agent or an antibody targeting other immuno-regulatory receptors or mechanisms * Systemic cytotoxic chemotherapy, antineoplastic biologic therapy, or major surgery within 3 weeks of the first dose of study medication * Radiation therapy to lung \>30 Gy within 6 months of first dose of study medication * Prior tyrosine kinase inhibitor therapy or palliative radiation within 7 days of first dose of study medication * Active infection requiring therapy * History of Human Immunodeficiency Virus (HIV) * Active Hepatitis B or C * Symptomatic ascites or pleural effusion * Interstitial lung disease or pneumonitis requiring oral or IV glucocorticoids * Pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the study * Psychiatric disorders and substance (drug/alcohol) abuse