Study to Evaluate the Safety of Pembrolizumab in Participants With Unresectable or Metastatic Melanoma or Non-small Cell Lung Cancer in India (MK-3475-593/KEYNOTE-593)

Inclusion Criteria: Melanoma Participant: * Has a histologically confirmed diagnosis of unresectable Stage III or metastatic melanoma (Stage IV) not amenable to local therapy * Has received no more than 1 line of prior systemic therapy for unresectable Stage III or Stage IV melanoma including mitogen activated protein kinase inhibitors * Has a Lactate Dehydrogenase (LDH) ≤1.5 times ULN NSCLC Participant-First Line Treatment: * Has a histologically or cytologically confirmed diagnosis of Stage IV NSCLC * Has a tumor that demonstrate PD-L1 strong expression (PD-L1 ≥50%) * Do not have an EGFR sensitizing mutation AND are anaplastic lymphoma kinase (ALK) translocation negative * Has received no systemic anti-cancer therapy for their metastatic NSCLC NSCLC Participant-Second Line Treatment and Beyond: * Has a histologically or cytologically confirmed diagnosis of stage IIIB//IIIC/IV (including any future updates to the American Joint Committee on Cancer \[AJCC\] guideline) or recurrent NSCLC * Has a tumor that expresses programmed cell death ligand 1 (PD-L1) ≥1% * Has received prior treatment with at least two cycles of a platinum-containing doublet for Stage IIIB/IV or recurrent disease * Has received an epidermal growth factor receptor (EGFR) tyrosine kinase inhibitor (either erlotinib, gefitinib, or afatinib) if they have an EGFR sensitizing mutation * Has received crizotinib if they have an ALK translocation NSCLC participants must also meet the following requirements: * Have a life expectancy of at ≥3 months * Provide a formalin fixed tumor tissue sample for PD-L1 biomarker analysis from a recent biopsy of a tumor lesion not previously irradiated; For first line, biopsies obtained PRIOR to the administration of any systemic therapy administered for the treatment of a tumor (such as neoadjuvant/adjuvant/definitive therapy) will not be permitted for analysis. For second line treatment and beyond, no systemic antineoplastic therapy may be administered between the PD-L1 biopsy and initiating study medication * Have documented evidence of the EGFR mutation status or ALK translocation status. If unable to provide documentation of these molecular changes, formalin-fixed paraffin-embedded tumor tissue of any age should be submitted for testing * Have measurable disease per Response Evaluation Criteria In Solid Tumors Version 1.1 (RECIST 1.1) as assessed by the local site investigator/radiologist * Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1 * Women of childbearing potential (WOCP) must have a negative urine or serum pregnancy test within 72 hours prior to receiving the first dose of trial treatment. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required * WOCP must be willing to use an adequate method of contraception for the course of the study through 120 days after the last dose of trial treatment * Men of childbearing potential must agree to use an adequate method of contraception starting with the first dose of study therapy through 120 days after the last dose of study therapy Exclusion Criteria: * For NSCLC Participant only: Has a tumor specimen that is not evaluable for PD-L1 expression by the laboratory * Is currently participating in or has participated in a trial of an investigational agent or has used an investigational device within 4 weeks prior to the first dose of trial treatment * Has received prior therapy with an anti- programmed cell death 1 (PD-1), anti-PD-L1, or anti- programmed cell death ligand 2 (PD-L2) agent or with an agent directed to another T-cell receptor (i.e., cytotoxic T-lymphocyte antigen-4 \[CTLA-4\], OX-40, CD137) or has previously participated in a clinical trial for pembrolizumab (MK-3475) * Has received prior anti-cancer therapy including investigational agent or device within 4 weeks, or completed palliative radiotherapy within 7 days, prior to enrollment * Has recovered from all AEs due to previous therapies to ≤ Grade 1 or baseline * Has recovered adequately from the toxicity and/or complications from major surgery prior to starting trial treatment * Is expected to require any other form of antineoplastic therapy while participating in the trial * Is on systemic corticosteroid therapy within 7 days before the planned date for first dose of treatment or any other form of immunosuppressive medication * Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy (exceeding 10 mg daily dose of prednisone or equivalent) or any other form of immunosuppressive therapy within 7 days before the first dose of trial treatment * Has an active autoimmune disease that has required systemic treatment in the past 2 years * Has a known additional malignancy that is progressing or requires active treatment with the exception of basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ (e.g., cervical cancer in situ, breast carcinoma) that have undergone potentially curative therapy * Has had an allogeneic tissue/solid organ transplant * Has a history of or current radiographically detectable central nervous system metastases and/or carcinomatous meningitis * Has a severe hypersensitivity (≥ Grade 3) to any excipients in pembrolizumab * Has a history of (noninfectious) pneumonitis/interstitial lung disease that required steroids or current pneumonitis/interstitial lung disease * Has an active infection requiring systemic therapy including known history of active tuberculosis (Bacillus tuberculosis) * Has a known history of human immunodeficiency virus (HIV) infection * Has a known history of or is positive for hepatitis B (hepatitis B surface antigen \[HbsAg\] reactive) or hepatitis C (HCV) ribonucleic acid (RNA) \[qualitative\] is detected * Has a known psychiatric or substance abuse disorder that would interfere with cooperation with the requirements of the trial * If participant received prior radiation therapy to a symptomatic metastatic lesion, has recovered to Common Terminology Criteria for Adverse Events (CTCAE) Version 4.0 Grade 1 or Grade 0 AEs due to radiation therapy * Is a regular user of any illicit drug or has a recent history (within the last 3 months) of substance abuse including alcohol * 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 trial treatment * Has received a live vaccine within 30 days before the first dose of trial treatment * Has a history or current evidence of any condition, therapy, or laboratory abnormality that might confound the results of the study, interfere with participation for the full duration of the study, or is not in the best interest of the participant to participate, in the opinion of the treating investigator