A Study of Combination Therapies With or Without Pembrolizumab (MK-3475) and/or Chemotherapy in Participants With Advanced Esophageal Cancer (MK-3475-06A)

The main inclusion and exclusion criteria include but are not limited to the following: Inclusion Criteria: * Histologically or cytologically confirmed diagnosis of metastatic or locally advanced unresectable ESCC * Has experienced investigator documented radiographic or clinical disease progression on one prior line of standard therapy. * Has an evaluable baseline tumor sample (newly obtained or archival) for analysis * Has adequately controlled blood pressure (BP) with or without antihypertensive medications * Participants who have adverse events (AEs) due to previous anticancer therapies must have recovered to ≤Grade 1 or baseline. Participants with endocrine-related AEs who are adequately treated with hormone replacement or participants who have ≤Grade 2 neuropathy are eligible Exclusion Criteria: * Direct invasion into adjacent organs such as the aorta or trachea * Has experienced weight loss \>10% over approximately 2 months prior to first dose of study therapy * Has received an investigational agent or has used an investigational device within 4 weeks prior to study intervention administration * Diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of study medication * Known additional malignancy that is progressing or has required active treatment within the past 3 years, except basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ that has undergone potentially curative therapy * Known active central nervous system (CNS) metastases and/or carcinomatous meningitis * Active autoimmune disease that has required systemic treatment in past 2 years * History of human immunodeficiency virus (HIV) infection * History of Hepatitis B or known active Hepatitis C virus infection * History of allogenic tissue/solid organ transplant * Clinically significant cardiovascular disease within 12 months from first dose of study intervention * Participants with known gastrointestinal (GI) malabsorption or any other condition that may affect the absorption of lenvatinib * Has risk for significant GI bleeding, such as: * Has had a serious nonhealing wound, peptic ulcer, or bone fracture within 28 days prior to allocation/randomization * Has significant bleeding disorders, vasculitis, or has had a significant bleeding episode from the GI tract within 12 weeks prior to allocation/randomization