Pembrolizumab With Nab-Paclitaxel in Non-Small Cell Lung Cancer

Inclusion Criteria: * Be willing and able to provide written informed consent for the trial. * Be ≥ 18 years of age on day of signing informed consent. * Have unresectable stage III (not eligible to curative-intent chemo-radiotherapy) or stage IV non-small cell lung cancer (NSCLC) according to the Clarification of Malignant Tumours (TNM) staging system for lung cancer (7th edition). * Patients must be willing to undergo a biopsy procedure before the start of treatment unless these two conditions are met: 1) the biopsy must have been conducted after progression or intolerance to systemic first-line treatment as stated in criteria 7 and; 2) all the planned correlative analyses can be conducted on the available tissue. * Have measurable/evaluable disease based on the Response Evaluation Criteria in Solid Tumors (RECIST) 1.1. * Have an Eastern Cooperative Oncology Group (ECOG) of 0 or 1. Exclusion Criteria: * Has a known epidermal growth factor receptor (EGFR) sensitizing (activating) mutation and/or anaplastic lymphoma kinase (ALK) translocation. * Has an unknown EGFR and ALK status. * Has received prior therapy with paclitaxel or docetaxel for NSCLC. * Has received systemic steroid therapy within three days prior to the first dose of study treatment or receiving any other form of systemic immunosuppressive medication. * Has a history of allogeneic tissue/solid organ transplant. * Has prior systemic cytotoxic chemotherapy, antineoplastic biological therapy, major surgery within 3 weeks of the first dose of study drug; received prior tyrosine kinase inhibitor therapy or completed palliative radiotherapy within 7 days of the first dose of study drug. * Has an active infection requiring systemic therapy. * Has received prior therapy with an anti-programmed cell death protein 1 (PD-1), including pembrolizumab, anti-programmed cell death protein ligand 1 (anti-PD-L1), anti-programmed cell death protein ligand 2 (anti-PD-L2), anti-tumor necrosis factor (CD137), or anticytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including ipilimumab or any other antibody or drug targeting immune checkpoint pathways). * Has had any other malignancy within 5 years prior to the start of therapy. Exceptions are malignancies with a negligible risk of metastasis or death (e.g., expected 5-year overall survival (OS) \> 90%). * Has known active central nervous system (CNS) metastases or leptomeningeal involvement. * Has active autoimmune disease (or documented history), or a syndrome that requires systemic corticosteroids or immunosuppressive agents (patients with auto-immune thyroid disease, vitiligo or well controlled type 1 diabetes mellitus are eligible). * Has known history or active human immunodeficiency virus (HIV), hepatitis B, or hepatitis C. * Women of childbearing potential who is unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for at least 26 weeks after cessation of study drug.