Study of Pembrolizumab (MK-3475) in Participants With Advanced Solid Tumors (MK-3475-028/KEYNOTE-28)

Inclusion Criteria: * Histologically or cytologically documented locally-advanced and/or metastatic solid malignancy that is incurable, and has failed prior standard therapy or for which standard therapy is not appropriate * Have biomarker-positive solid tumor * Have measurable disease based on Response Criteria in Solid Tumors Version 1.1 (RECIST 1.1) * Eastern Cooperative Oncology Group (ECOG) Performance status of 0 or 1 * Adequate organ function * Female participants of childbearing potential must be willing to use an adequate method of contraception for the course of the study through 120 days after the last dose of study medication * Male participants of childbearing potential must agree to use an adequate method of contraception starting with the first dose of study medication through 120 days after the last dose of study medication Exclusion Criteria: * Is currently participating and receiving study therapy or has participated in a study of an investigational agent and received study therapy or used an investigational device within 4 weeks of the first dose of treatment * Diagnosis of immunodeficiency or receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of trial treatment * Prior anti-cancer therapy with a monoclonal antibody (mAb) within 4 weeks prior to study Day 1 or not recovered from adverse events due to mAbs administered more than 4 weeks earlier * Prior chemotherapy, targeted small molecule therapy, or radiation therapy within 2 weeks (12 weeks for measurable sites of central nervous system \[CNS\] disease) prior to study Day 1 or not recovered from adverse events due to a previously administered agent * Known additional malignancy that is progressing or requires active treatment excepting basal cell carcinoma of the skin, squamous cell carcinoma of the skin that has undergone potentially curative therapy, or in situ cervical cancer * Known active CNS metastases and/or carcinomatous meningitis * Has an active autoimmune disease that has required systemic treatment in past 2 years (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment * Has evidence of interstitial lung disease or a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis * Active infection requiring systemic therapy * Known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial * Pregnant, breastfeeding, or expecting to conceive or father children within the projected duration of the trial, starting with the pre-screening or screening visit through 120 days after the last dose of trial treatment * Has previously participated in any other pembrolizumab (MK-3475) trial, or received prior therapy with an anti-PD-1, anti-PD-L1, and anti-PD-L2 (including ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways) * Known history of human immunodeficiency virus (HIV) * Known active Hepatitis B or Hepatitis C * Has received a live vaccine within 30 days of planned start of study medication. Examples of live vaccines include, but are not limited to, the following: measles, mumps, rubella, varicella/zoster (chicken pox), yellow fever, rabies, Bacillus Calmette-Guérin (BCG), and typhoid vaccine. Seasonal influenza vaccines for injection are generally killed virus vaccines and are allowed; however, intranasal influenza vaccines (e.g. FluMist®) are live attenuated vaccines and are not allowed.