Efficacy and Safety Study of Pembrolizumab (MK-3475) in Combination With Daratumumab in Participants With Relapsed Refractory Multiple Myeloma (MK-3475-668/KEYNOTE-668)

Inclusion Criteria: * Has a confirmed diagnosis of active MM and measurable disease defined as: a.) Serum M-protein levels ≥0.5 g/dL or b.) Urine M-protein levels ≥200 mg/24 hours or c.) For participants without measurable serum and urine M-protein levels, an abnormal serum free light chain ratio (FLC κ/λ) with involved FLC level ≥100 mg/L. * Has undergone prior treatment with ≥2 treatment lines of anti-myeloma therapy and must have failed their last line of treatment defined as lack of response or documented disease progression during or within 60 days of completing their last anti-myeloma therapy. * Prior anti-myeloma treatments must have included an immunomodulatory drug (IMiD; i.e., lenalidomide, thalidomide, or pomalidomide) AND a proteasome inhibitor (PI; i.e., bortezomib, ixazomib, or carfilzomib) alone or in combination and participant must have failed therapy with an IMiD or PI or both. * Has a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Scale. * Has adequate organ function. * Male participants must agree to use contraception during the treatment period and for at least 120 days after the last dose of study treatment and refrain from donating sperm during this period. * Female participants must not be pregnant, breastfeeding, and must agree to use (or have their partner use) acceptable contraception during heterosexual activity during the treatment period and for at least 120 days after the last dose of study treatment. Exclusion Criteria: * Has oligo-secretory myeloma, smoldering multiple myeloma (SMM), monoclonal gammopathy of undetermined significance (MGUS), Waldenström's macroglobulinemia, or any history of plasma cell leukemia. * Has a history of repeated infections, primary amyloidosis, hyperviscosity, or polyneuropathy, organomegaly, endocrinopathy, monoclonal gammopathy, and skin changes (POEMS) syndrome * Has a known additional malignancy that is progressing or requires active treatment. Exceptions include early stage cancers (carcinoma in situ or Stage 1) treated with curative intent, basal cell carcinoma of the skin, squamous cell carcinoma of the skin, in situ cervical cancer, or in situ breast cancer that has undergone potentially curative therapy. * Has known meningeal involvement of MM. * Has severe hypersensitivity (≥ Grade 3) to pembrolizumab and/or daratumumab and any of its excipients. * Has known allergies, hypersensitivity, or intolerance to monoclonal antibodies (mAbs) or human proteins, or their excipients, or known sensitivity to mammalian-derived products. * Has an active autoimmune disease that has required systemic treatment in past 2 years. * Has a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis. * Has either of the following: a.) Known chronic obstructive pulmonary disease (COPD) with a forced expiratory volume in 1 second (FEV1) \<50% of predicted normal, or b.) Known moderate or severe persistent asthma within the past 2 years, or uncontrolled asthma of any classification. * Has an active infection requiring systemic therapy. * Has a known history of human immunodeficiency virus (HIV) infection. * Has a known history of hepatitis B or known active hepatitis C. * Has a known history of active tuberculosis (TB). * Has received prior solid organ transplant. * Has clinically significant cardiac disease or electrocardiogram (ECG) abnormalities or any history of clinically significant ventricular arrhythmias. * Is pregnant or breastfeeding or expecting to conceive or father children within the projected duration of the study, starting with the screening visit through 120 days after the last dose of study treatment. * Has previously received daratumumab or other anti-cluster of differentiation 38 (anti-CD38) therapies. * Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent or with an agent directed to another co-inhibitory T-cell receptor (i.e., cytotoxic T-lymphocyte-associated protein 4 \[CTLA-4\], OX-40, CD137) or has previously participated in a Merck pembrolizumab (MK-3475) clinical study. * Has received prior anti-myeloma therapy including but not limited to dexamethasone, IMiDs, PIs, monoclonal antibody, chemotherapy, or radiation therapy within 4 weeks or 5 half-lives (whichever is longer) before first dose of study treatment or not recovered (≤ Grade 1 or at Baseline) from AEs due to previously administered agents. * Has undergone prior allogeneic stem cell transplant (allo-SCT) within the last 5 years. * Has received autologous stem cell transplant (auto-SCT) within 12 weeks before the first dose of study treatment or are planning for or are eligible for auto- or allo-SCT. * Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior the first dose of study treatment. * Has received prior radiotherapy within 2 weeks of start of study treatment. A 1-week washout is permitted for palliative radiation (≤2 weeks of radiotherapy) to non-central nervous system (CNS) disease. * Has received a live vaccine within 30 days prior to the first dose of study treatment. * Is currently participating in or has participated in a study of an investigational agent or has used an investigational device within 4 weeks prior to the first dose of study treatment.