A Study to Evaluate the Safety and Efficacy of Pembrolizumab (MK-3475) Coformulated With Berahyaluronidase Alfa (MK-3475A) in Participants With Relapsed or Refractory Classical Hodgkin Lymphoma (rrcHL) or Relapsed or Refractory Primary Mediastinal Large B-cell Lymphoma (rrPMBCL)(MK-3475A-F65)

Inclusion Criteria: The main inclusion criteria include but are not limited to the following: * Histologically confirmed diagnosis of classical Hodgkin lymphoma (cHL) or primary mediastinal B-cell lymphoma (PMBCL) * Radiographically measurable cHL or PMBCL disease assessed by investigator as per Lugano classification * Have a life expectancy of \>3 months * Human immunodeficiency virus (HIV)-infected participants must have well controlled HIV on antiretroviral therapy (ART) * Participants who are hepatitis B surface antigen (HBsAg) positive are eligible if they have received hepatitis B virus (HBV) antiviral therapy for at least 4 weeks, and have undetectable HBV viral load before enrollment * Participants with history of hepatitis C virus (HCV) infection are eligible if they have completed curative antiviral therapy at least 4 weeks before enrollment and HCV viral load is undetectable at screening * Has an Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1 assessed within 7 days before or on the day of the first dose of study intervention Exclusion Criteria: The main exclusion criteria include but are not limited to the following: * Has clinically significant (i.e., active) cardiovascular disease * Has pericardial effusion or clinically significant pleural effusion * Has known additional malignancy that is progressing or has required active treatment within the past 2 years * Diagnosis of immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of study intervention * Received prior monoclonal antibody within 4 weeks prior to first dose of study intervention or has not recovered (i.e., ≤Grade 1 or at baseline) from adverse events (AEs) due to agents administered more than 4 weeks earlier * Received prior therapy with an anti-programmed cell death 1 protein (anti-PD-1), anti-programmed cell death ligand 1 (anti-PD-L1), or anti-programmed cell death ligand 2 (anti-PD-L2) agent, or with an agent directed to another stimulatory or coinhibitory T-cell receptor * Received prior systemic anticancer therapy including investigational agents within 4 weeks before the first dose of study intervention * Received prior radiotherapy within 2 weeks of start of study intervention, or has radiation-related toxicities, requiring corticosteroids * Received a live or live-attenuated vaccine within 30 days before first dose of study intervention * Is receiving systemic antineoplastic chemotherapy, immunotherapy, or biological therapy not specified in this protocol * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis * Active autoimmune disease that has required systemic treatment in the past 2 years * History of (noninfectious) pneumonitis/interstitial lung disease that required steroids or has current pneumonitis/interstitial lung disease * Active infection requiring systemic therapy except certain protocol-specified therapies * Concurrent active hepatitis B and hepatitis C virus infection * Has undergone solid organ transplant at any time, or prior allogeneic hematopoietic stem cell transplant (SCT) within the last 5 years