Efficacy and Safety Study of Navarixin (MK-7123) in Combination With Pembrolizumab (MK-3475) in Adults With Selected Advanced/Metastatic Solid Tumors (MK-7123-034)

Inclusion Criteria: All Participants * Has one of the following histologically- or cytologically-confirmed advanced/metastatic solid tumors: NSCLC, CRPC, or MSS CRC, by pathology report and has received, or been intolerant to, or has been ineligible for all treatment known to confer clinical benefit. * Has Stage III or Stage IV disease that is not surgically resectable. * Has measurable disease by RECIST 1.1 criteria as assessed by the local site investigator/radiology. * Has supplied tumor tissue from either a newly obtained biopsy or an archival specimen for biomarker analysis. * Has an Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1. * 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 agree to follow the contraceptive guidance during the treatment period and for at least 120 days after the last dose of study treatment. * Demonstrates adequate organ function. Non-small Cell Lung Cancer (NSCLC) Participants * Has histologically or cytologically confirmed diagnosis of Stage IV metastatic NSCLC. * Has progressed on treatment with an anti-Programmed Death-Ligand 1 (PD-L1) monoclonal antibody (mAb) administered either as monotherapy, or in combination with other checkpoint inhibitors or other therapies. PD-L1 treatment progression is defined by meeting all of the following criteria: a) Has received ≥2 doses of an approved anti-PD-L1 mAb; b) Has demonstrated disease progression after anti-PD-L1 as defined by RECIST 1.1; c) Progressive disease has been documented within 12 weeks from the last dose of anti-PD-L1 mAb. Castration Resistant Prostate Cancer (CRPC) Participants * Has histologically- or cytologically-confirmed adenocarcinoma of the prostate. Components of small cell prostate cancer are permitted. * Has prostate cancer progression on the most recent treatment, as determined by the investigator, by means of one of the following: a) Prostate-Specific Antigen (PSA) progression using local laboratory values as defined by a minimum of 2 rising PSA levels with an interval of ≥1 week between each assessment where the PSA value at screening should be ≥2 ng/mL; b) Radiographic disease progression in soft tissue based on RECIST 1.1 criteria with or without PSA progression; c) Radiographic disease progression in bone defined as the appearance of 2 or more new bone lesions on bone scan with or without PSA progression. * Has progressed on at least one second generation anti-androgen therapy (e.g., enzalutamide, abiraterone). * Has ongoing androgen deprivation with serum testosterone \<50 ng/dL (\<2.0 nM). Microsatellite Stable Colorectal Cancer (MSS-CRC) Participants * Has a histologically proven locally advanced unresectable or metastatic (Stage IV) CRC. * Has locally confirmed (MSS) CRC; participants with microsatellite instability-high (MSI-H) or microsatellite unstable CRC are not eligible. * Has been previously treated with standard therapies, which must include fluoropyrimidine, oxaliplatin, and irinotecan. Exclusion Criteria: * Has a known additional malignancy that is progressing or has required active treatment within the past 2 years. Note: Participants with basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ (e.g. breast carcinoma, cervical cancer in situ) that have undergone potentially curative therapy are not excluded. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. Participants with previously treated brain metastases may participate provided they are radiologically stable, i.e., without evidence of progression for at least 4 weeks by repeat imaging, clinically stable and without requirement of steroid treatment for at least 14 days prior to first dose of study treatment. * Has had a severe hypersensitivity reaction to treatment with any mAb or components of the study treatment(s). * Has an active autoimmune disease that has required systemic treatment in the past 2 years except vitiligo or resolved childhood asthma/atopy. Participants who have previously been permanently discontinued from PD-(L)1 therapy due to immune related side effects are not eligible for this study. * Has an active infection requiring systemic therapy. * Has symptomatic ascites or pleural effusion. * Has interstitial lung disease that required oral or intravenous glucocorticoids to assist with management. * Has a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis. * Has undergone prior allogeneic hematopoietic stem cell transplantation within the last 5 years. Note: Participants who have had a stem cell transplant \>5 years ago are eligible as long as there are no symptoms of graft-versus-host disease (GVHD). * Has a known history of human immunodeficiency virus (HIV) infection. * Has a known history of Hepatitis B or known active Hepatitis C virus infection. * Has a history or current evidence of a gastrointestinal condition (e.g. inflammatory bowel disease, Crohn's disease, ulcerative colitis) or impaired liver function or diseases that in the opinion of the Investigator may significantly alter the absorption or metabolism of oral medications; any condition, therapy, or laboratory abnormality that might confound the results of the study, interfere with the participant's participation for the full duration of the study, make administration of the study drugs hazardous, or make it difficult to monitor AEs such that it is not in the best interest of the participant to participate, in the opinion of the treating Investigator. * Is pregnant or expecting to conceive or father children within the projected duration of the study. * Has undergone major surgery and has not recovered adequately from any toxicity and/or complications from the intervention prior to starting study treatment. * Has CRPC or MSS CRC and has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent. * Has been treated with an agent directed to another stimulatory or co-inhibitory Tcell receptor (e.g. cytotoxic T-lymphocyte protein 4 \[CTLA-4\], tumor necrosis factor receptor superfamily, member 4 \[OX 40\], tumor necrosis factor receptor superfamily member 9 \[CD137\]). * Has received prior systemic anti-cancer therapy including investigational agents or has used an investigational device within 28 days prior to the first dose of study treatment. * Has received prior radiotherapy (not to target lesions) within 2 weeks of start of study treatment. * Is expected to require any other form of antineoplastic therapy while on study. * Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy in excess of replacement doses (prednisone ≤10 mg/day is acceptable), or on any other form of immunosuppressive medication. * Has received a live-virus vaccine within 30 days prior to first dose of study treatment. * Has been previously treated with a chemokine receptor 2 (CXCR2) inhibitor (e.g. AZD5069, reparixin, danirixin, LY3041658 Ab, HuMax-IL8, etc.).