A Study of Pembrolizumab With or Without Chemotherapy in Combination With Additional Treatments for Advanced Non-Small Cell Lung Cancer (NSCLC) (MK-3475-01G/KEYMAKER U01)

Inclusion Criteria: The main inclusion criteria include but are not limited to the following: * Histologically or cytologically confirmed diagnosis of Stage IV squamous or non-squamous non-small cell lung cancer (NSCLC) per American Joint Committee on Cancer (AJCC) Staging Manual Version 8. * Has an Eastern Cooperative Oncology Group (ECOG) performance status of either 0 or 1 as assessed within 7 days before randomization. * Has archival tumor tissue sample or newly obtained core, incisional, or excisional biopsy of a tumor lesion not previously irradiated has been provided. * Human immunodeficiency virus (HIV)-infected participants must have well controlled HIV on 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 prior to treatment randomization. Exclusion Criteria: The main exclusion criteria include but are not limited to the following: * Has a diagnosis of small cell lung cancer or, for mixed tumors, presence of small cell elements. * Participants with squamous histology are excluded if there is a known tumor-activating epidermal growth factor receptor (EGFR) mutation or anaplastic lymphoma kinase (ALK) or c ros oncogene 1 (ROS1) gene rearrangement. * Is HIV-infected with a history of Kaposi's sarcoma and/or Multicentric Castleman's Disease * Clinically severe pulmonary compromise resulting from intercurrent pulmonary illnesses including, but not limited to, any underlying pulmonary disorder, or any autoimmune, connective tissue, or inflammatory disorders with pulmonary involvement. * Has evidence of any leptomeningeal disease. * Has known history of, or active, neurologic paraneoplastic syndrome. * Has clinically significant corneal disease. * Has myocardial infarction within 6 months. * Has New York Heart Association (NYHA) Classes 3 or 4 congestive heart failure. * Has uncontrolled angina pectoris within 6 months. * Has cardiac arrhythmia requiring ongoing antiarrhythmic treatment. * Has history of clinically relevant ventricular arrhythmias, such as ventricular tachycardia, ventricular fibrillation, or Torsade de Pointes. * Has bradycardia of less than 50 beats per minute (bpm) unless the participant has a pacemaker. * Has history of second- or third-degree heart block. Candidates with a history of heart block may be eligible if they currently have pacemakers and have no history of fainting or clinically relevant arrhythmia with pacemakers. * Has coronary/peripheral artery bypass graft within 6 months. * Has complete left bundle branch block. * Has inadequate washout period from prior concomitant therapy as specified in protocol before randomization. * Has received prior treatment with a topoisomerase I inhibitor or an anti-HER3 antibody and/or ADC that consists of an exatecan derivative that is a topoisomerase I inhibitor. * Has received prior systemic anticancer therapy for their metastatic NSCLC. * Has received prior therapy with an anti- programmed cell death 1 protein (anti-PD-1), anti- programmed cell death ligand 1 protein (anti-PD-L1), or anti- programmed cell death ligand 2 protein (anti-PD-L2) agent, or with an agent directed to another stimulatory or coinhibitory T-cell receptor. * Has received prior radiotherapy within 2 weeks of randomization, has radiation related toxicity requiring corticosteroids, or has had radiation pneumonitis. * Has received radiation therapy to the lung that is \>30 gray within 6 months of start of study intervention. * Has received a live or live-attenuated vaccine within 30 days before the first dose of study intervention. * Has 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 intervention. * Has known additional malignancy that is progressing or has required active treatment within the past 3 years. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. * Has severe hypersensitivity to any of the study interventions and/or any of their excipients. * Has active autoimmune disease that has required systemic treatment in the past 2 years. * Has active infection requiring systemic therapy. * Has concurrent active Hepatitis B and Hepatitis C virus infection. * Have not adequately recovered from major surgery or have ongoing surgical complications.