Study of MK-1248 With and Without Pembrolizumab (MK-3475) for Participants With Advanced Solid Tumors (MK-1248-001)

Inclusion Criteria: * Histologically- or cytologically-confirmed metastatic solid tumor for which there is no available therapy that may convey clinical benefit * Measurable disease by Response Evaluation Criteria In Solid Tumors (RECIST) 1.1 criteria * Performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Scale * Adequate organ function * Female participants of childbearing potential should be willing to use adequate contraception for the course of the study through 120 days after the last dose of study medication * Male participants should agree to use adequate contraception starting with the first dose of study therapy through 180 days after the last dose of study medication * Can submit a baseline tumor sample Exclusion Criteria: * Has had chemotherapy, radiation, or biological cancer therapy within 4 weeks prior to the first dose of study medication, or not recovered from adverse events due to cancer therapeutics administered more than 4 weeks earlier * 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 study medication * Previous treatment with another agent targeting the glucocorticoid-induced tumor necrosis factor receptor-related protein (GITR) receptor * Previous treatment with an immunomodulatory therapy and was discontinued from that therapy due to an immune-related adverse event * Expected to require any other form of antineoplastic therapy while on study * On chronic systemic steroid therapy in excess of replacement doses, or on any other form of immunosuppressive medication * History of a previous, additional malignancy, unless potentially curative treatment has been completed, with no evidence of malignancy for 5 years with the exception of successful definitive resection of basal cell carcinoma of the skin, superficial bladder cancer or in situ cervical cancer * Known active central nervous system (CNS) metastases and/or carcinomatous meningitis * Severe hypersensitivity reaction to treatment with another monoclonal antibody * Active autoimmune disease or a documented history of autoimmune disease with the exception of vitiligo or resolved childhood asthma/atopy, or endocrine deficiency following treatment with an immunomodulatory agent * Active infection requiring therapy * Active or a history of non-infectious pneumonitis * Prior stem cell or bone marrow transplant * Known history of human immunodeficiency virus (HIV), active chronic or acute hepatitis B or C * Known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the study * Regular user (including "recreational use") of any illicit drugs or had a recent history (within the last year) of substance abuse (including alcohol), at the time of signing informed consent * Symptomatic ascites or pleural effusion * Pregnant, breastfeeding, or expecting to conceive or father children within the projected duration of the study through 180 days after the last dose of study medication * Major surgery within 16 weeks prior to screening * Live vaccine within 30 days prior to first dose of study medication