Patient has received prior therapy with an anti- programmed death receptor (anti-PD-), anti-PD-- ligand- (anti-PD-L), or anti-PD- ligand- (anti-PD- L) agent. Has received prior therapy with an anti-programmed death protein- (anti-PD-), anti-programmed death-ligand (anti-PD-L), or anti-PD-L agent or with an agent directed to another stimulatory or co-inhibitory T cell receptor (eg, cytotoxic T-lymphocyte associated protein [CTLA-], Tumor necrosis factor receptor superfamily, member [OX-], tumor necrosis factor receptor superfamily member [CD]). Prior therapy with an anti-programmed cell death (PD-) or anti-PD-Ligand agent, or with an agent directed to another co-inhibitory T-cell receptor or FGFR inhibitor. There is no limit to the number of lines of prior therapy; prior anti-programmed cell death (PD)- or anti-PD-ligand (L) therapy and other immunotherapies are allowed Has received prior therapy with an anti-Programmed Cell Death Protein (PD-), anti-Programmed Cell Death-Ligand (PD-L), anti-Programmed Cell Death-Ligand (PD-L) agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (eg, CTLA-, OX-, CD) Has received prior therapy with an anti-Programmed Cell Death Receptor (PD-), Programmed Cell Death Receptor Ligand (anti-PD-L), or anti- Programmed Cell Death Receptor Ligand (PD-L) agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (eg, cytotoxic T-lymphocyte-associated protein [CTLA-], OX-, CD) Previously participated in any other pembrolizumab (MK-) study, or received prior therapy with an anti-programmed cell death (PD)-, anti-PD-Ligand (anti-PD-L), anti-PD-L, or any other immunomodulating mAb or drug specifically targeting T-cell co-stimulation or checkpoint pathways Prior therapy with an anti-programmed cell death (PD)-, anti-PD-ligand (anti-PD-L), anti-PD-L agent, or any agent directed to another stimulatory or inhibitory T-cell receptor (eg, cytotoxic lymphocyte associated protein- [CTLA-], OX-, CD) Has had prior treatment with an anti-Programmed-cell death receptor- (PD-) antibody, anti-the ligand to programmed-cell death (PD-L) antibody or anti-the ligand to programmed-cell death (PD-L) antibody Had prior treatment with any other anti-programmed cell death (anti-PD-), or programmed cell death ligand (PD-L) or PD-L agent or an antibody or a small molecule targeting other immuno-regulatory receptors or mechanisms. Has received prior therapy with an anti-programmed death (PD)-, anti-programmed death ligand (PD-L), or anti-PD-L agent Has received prior therapy with an anti-Programmed Death (PD)-, anti-Programmed Death-Ligand (PD-L), or anti-PD-L agent or with an agent directed to another co-inhibitory T-cell receptor or has previously participated in a Merck pembrolizumab (MK-) clinical study Has received prior therapy with an anti-programmed cell death protein (anti-PD-), anti-programmed cell death-ligand (anti-PD-L), or anti-PD-L agent or with an agent directed to another co-inhibitory T-cell receptor (i.e., cytotoxic T-lymphocyte-associated protein [CTLA-], OX-, CD [tumor necrosis factor receptor superfamily member (TNFRSF)]) or has previously participated in a Merck pembrolizumab (MK-) clinical trial. Prior treatment with any other anti-programmed cell death protein- (anti-PD-), or PD ligand- (PD-L) or PD ligand- (PD-L), anti-CTLA- antibody, or any other antibody or drug specifically targeting T-cell costimulation or immune checkpoint pathways, or cancer vaccine Previous or current treatment with an anti-cytotoxic T-lymphocyte antigen (CTLA-), anti-programmed death (PD)-, anti-PD ligand (PD-L), or anti-PD-L agent Has received prior therapy with an anti-programmed cell death (PD)-, anti- programmed cell death ligand (PD-L), or anti-PD-L agent Has received prior therapy with an anti-programed death receptor (PD-), anti-PD-L, anti-program death receptor ligand (PD-L) agent or anti-CTLA Has received prior therapy with an anti-programmed cell death protein (PD-), anti-programmed cell death ligand (PD-L), or anti-programmed cell death ligand (PD-L) agent Have no limits on prior lines of therapy or may be treatment-naive if in need of palliative RT provided the patient has not received prior anti-programmed cell death protein (PD-), anti-programmed cell death ligand (PD-L), or anti-programmed cell death ligand (PD-L) therapy Has received prior therapy with an anti-PD-, anti-programmed cell death ligand (PD-L), or anti-PD-L agent (for Arm A only) Has received prior therapy with an anti-PD-, anti-PD-L, or anti-programmed death-ligand (PD-L) agent Has received prior therapy with an anti-programmed cell death protein (PD-), anti-programmed cell death ligand (PD-L), or anti- programmed cell death ligand (PD-L) agent Subjects who have received prior immune checkpoint inhibitors (e.g., anti-programmed cell death protein [PD-], anti-PD-L), anti-CD Has received prior therapy with an anti-programmed cell death (PD)-, anti-PD-ligand (L), or anti-PD-L agent Prior therapy with an anti-programmed cell death (PD-), anti-programmed cell death-ligand (PD-L), or anti-programmed cell death-ligand (PD-L) agent; prior therapy with paclitaxel or docetaxel History of previous exposure to an anti-programmed cell death (PD-)/PD-L agent Prior therapy with an anti-programmed cell death (PD-), anti-PD-ligand (L) agent, or with an agent directed to another co-inhibitory T-cell receptor Has received prior therapy with an anti-programmed cell death- (PD-), anti-programmed cell death-ligand (PD-L), anti-programmed cell death ligand (PD-L), anti-cluster of differentiation (CD) Progression of disease while on anti-programmed death- (anti-PD-) or anti-programmed cell death ligand (anti-PD-L) therapy for melanoma and non-small cell lung carcinoma (NSCLC) patients Prior exposure to any anti-programmed cell death (PD-) or anti-programmed cell death ligand (PD-L) antibody Prior treatment with anti-Programmed Cell Death (PD-)/PD-L therapy Prior anti-programmed death receptor- (PD-), anti-programmed death ligand- (PD-L), or anti-programmed death ligand- (PD-L) therapy Subject has received previous treatment with any anti-PD- (Programmed death ) or anti-PD-L (PD- ligand receptor) antibody Received prior therapy with an anti-programmed cell death protein- (anti-PD-), anti-programmed cell death-ligand (anti-PD-L), or anti-PD-L agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (e.g. cytotoxic T-lymphocyte-associated protein- [CTLA-], OX-, CD). Any non-oncology vaccine therapy used for the prevention of infectious disease within month before or after any anti-programmed cell death protein (PD) monoclonal antibody (anti-PD-) dose Prior systemic therapy, including cytotoxic chemotherapy, biologic/targeted therapy, or immune therapy for the study cancer; note: prior cytotoxic chemotherapy or biologic/targeted therapy for a different cancer is allowable; however, a prior anti-programmed cell death (PD)-, anti-PD-L, or anti-programmed cell death ligand (PD-L) agent is not permitted Any previous treatment with an anti-programmed cell death (PD) or PD-L inhibitor, including MEDI NSCLC patients who have received prior therapy with an agent directed at PD-, PD-L, or programmed cell death ligand (PD-L) Has received prior therapy with an anti-PD-, anti-PD-L, or anti- programmed cell death ligand (PD-L) agent Prior treatment with anti-PD-, anti-programmed death-ligand (PD-L), anti-PD-L antibody Has received prior therapy with an immune checkpoint inhibitor (e.g., anti-programmed cell death [PD]-, anti-PD ligand [L], anti-PD-L agent, or anti-cytotoxic T-lymphocyte-associated protein [CTLA-] agent, etc.) Previous treatment with pembrolizumab, nivolumab, or other programmed cell death- antibody (anti- PD-) or PD- ligand-antibody (anti-PD-L) agents. Has received prior immunotherapy including anti-programmed cell death- (anti-PD-), anti-PD-ligand- (anti-PD-L), or anti-PD-L agents, or if the participant has previously participated in Merck pembrolizumab (MK-) studies. Has previously participated in any other pembrolizumab (MK-) trial, or received prior therapy with an anti-programmed cell death (anti-PD-), anti-PD ligand [anti-PD-L], and anti-PD-L Prior therapy with an anti-programmed cell death (PD)-, anti-PD-L, or anti-PD-L agent Prior therapy with an anti-programmed cell death (PD)-, anti-PD-ligand- (anti-PD-L), anti-PD-L agent or with an agent directed to another co-inhibitory T-cell receptor (e.g. cytotoxic T-lymphocyte associated protein [CTLA-], OX-, CD) or previously participated in any pembrolizumab (MK-) clinical studies Had prior treatment with any anti-programmed cell death (anti-PD-), or anti-programmed cell death ligand (PD-L), or PD-L agent or an antibody targeting any other immune-regulatory receptors or mechanisms. Examples of such antibodies include antibodies against indoleamine-,-dioxygenase (IDO), PD-L, interleukin receptors (IL-R), glucocorticoid-induced tumor necrosis factor receptor-related protein (GITR). Had prior treatment with any other anti-programmed cell death- (PD-), or PD-ligand (PD-L) or PD-L agent or an antibody targeting other immuno-regulatory receptors or mechanisms. Has participated in any other pembrolizumab study and has been treated with pembrolizumab. Participant has received prior treatment with any anti-programmed cell death protein- (anti-PD-), or PD Ligand- (PD-L) or PD Ligand- (PD-L) agent or an antibody targeting other immunoregulatory receptors or mechanisms. Has had prior treatment with any anti-programmed cell death (anti-PD-), or programmed cell death ligand (PD-L), or PD-L agent or an antibody targeting any other immune-regulatory receptors or mechanisms. Prior therapy with an anti-programmed cell death- (PD-) or anti-PD-L or -L therapy or previously participated in a Merck pembrolizumab (MK-) study Prior therapy with an anti-programmed cell death (PD-), anti-programmed cell death ligand (PDL-), anti-PD-L, or with an agent directed to another co-inhibitory T-cell receptor (e.g. CTLA-, OX-, CD) Prior treatment with any other anti-programmed cell death protein- (anti-PD-), or PD Ligand- (PD-L) or PD Ligand- (PD-L) agent or an antibody targeting other immuno-regulatory receptors or mechanisms Has received prior immunotherapy including anti-programmed death- (anti-PD-), anti-PD-ligand- (anti-PD-L), or anti-PD-L agents, or if the participant has previously participated in clinical studies with pembrolizumab (MK-) Has received prior therapy with an anti-programmed cell death (PD)-, anti-PD-ligand- (anti-PD-L), anti-PD-L agent or with an agent directed to another co-inhibitory T-cell receptor (e.g. cytotoxic T-lymphocyte-associated antigen- [CTLA-], tumor necrosis factor receptors OX- or CD) or has participated in prior pembrolizumab (MK-) studies Prior therapy with an anti-programmed cell death (anti-PD)-, anti-PD-Ligand , anti-PD-Ligand or with an agent directed to another co-inhibitory T-cell receptor or has previously participated in a pembrolizumab clinical trial. Note: In Part C, participants may have received anti-PD- and/or anti-Cytotoxic T-lymphocyte-associated antigen (anti-CTLA-) as part of their neo/adjuvant treatment. Anti-programmed cell death protein- (anti-PD-), PD ligand- (PD-L), PD ligand- (PD-L) agent, an antibody targeting other immuno-regulatory receptors or mechanisms Previously received pembrolizumab or other anti-programmed cell death- (PD-) or anti-PD-L immunotherapy Received any of the following prescribed medications or therapies in the past: Anti-CD antibody, including daratumumab, and/or Anti-PD- (programmed death-) and anti-PD-L (programmed death-ligand ) antibodies Patients should be excluded if they have had prior treatment with an anti-programmed cell death (PD) or anti-PD-ligand (L); please contact principal investigator, Devalingam Mahalingam, for specific questions on potential interactions Has received prior therapy with an anti-programmed cell death (PD)-, anti-PD-L, or anti-PD-L agent Has received prior therapy with an anti-PD-, anti-PD-L, or anti-programmed death ligand (PD-L) agent Prior treatment with any anti-cytotoxic T-lymphocyte-associated protein (CTLA) monoclonal antibody or anti-programmed cell death receptor (PD-), anti-programmed cell death receptor ligand (PD-L), or anti-programmed cell death receptor ligand (PD-L) agent, or prior participation in any Merck pembrolizumab clinical trial Prior therapy with an anti-programmed cell death (PD-) or anti-PD-Ligand agent, or with an agent directed to another co-inhibitory T-cell receptor Patients with a history of prior treatment with anti-programmed cell death (PD-), anti-PD-L, anti-programmed cell death ligand (PD-L), anti-tumor necrosis factor receptor superfamily, member (CD), anti-tumor necrosis factor receptor superfamily, member (OX-), anti- TNF receptor superfamily member (CD), or anti-cytotoxic T-lymphocyte-associated protein (CTLA-) antibodies Prior therapy with anti programmed death- (anti-PD-), anti programmed death-ligand (anti-PD-L) or anti-programmed death-ligand (anti-PD-L) Has received prior therapy with an anti-programmed cell death protein- (anti-PD-), anti-PD-L, or anti-PD-L agent or with an agent directed to another co-inhibitory T-cell receptor or has previously participated in a pembrolizumab (MK-) clinical trial Has received prior therapy with an anti-programmed cell death protein- (anti-PD-), anti-programmed cell death-ligand (anti-PD-L), or anti-programmed cell death-ligand (anti-PD-L) agent or with an agent directed to another co-inhibitory T-cell receptor (i.e., cytotoxic T-lymphocyte-associated protein [CTLA-], tumor necrosis factor receptor superfamily member [TNFRSF, OX-, CD]) or has previously participated in a Merck pembrolizumab (MK-) clinical trial Has received prior therapy with an anti-programmed cell death protein (anti-PD-), anti-programmed death - ligand (anti-PD-L), or anti-PD-L agent or with an agent directed to another co-inhibitory T-cell receptor (e.g., cytotoxic T-lymphocyte-associated antigen- [CTLA-], OX-, CD [tumor necrosis factor receptor superfamily member (TNFRSF)]) or has previously participated in a pembrolizumab (MK-) clinical study. Has received prior therapy with an anti-programmed cell death (PD)-, anti-PD-L, or anti-PD-L agent Have had prior therapy with an anti-programmed cell death (PD-), anti-PD-L, anti-PD-L, or anticytotoxic T lymphocyte-associated antigen- antibody Has received prior therapy with an anti-PD-, anti-programmed death-ligand (PD-L), or anti-PD-L agent Previous treatment with eribulin mesylate or any anti-programmed death receptor- (anti-PD-), programmed death receptor ligand- (PD-L), or PD-L agent. Has received prior therapy with an anti-programmed cell death (PD)-, anti-PD-ligand (L), anti-PD-L Prior treatment with anti-programmed death (anti-PD-)/Programmed cell death ligand (PD-L) or anti-CD Has received prior therapy with an anti-Programmed Cell Death Receptor (PD-), anti-PD-L, anti-Programmed Cell Death Receptor Ligand (PD-L) agent or with an agent directed to another co-inhibitory T-cell receptor or has previously participated in clinical studies with pembrolizumab Has received prior therapy with an anti-programmed cell death protein- (anti-PD-), anti-programmed cell death-ligand (anti-PD-L), or anti-PD-L agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (i.e., cytotoxic T-lymphocyte-associated protein [CTLA-], tumor necrosis factor receptor superfamily member [OX-], necrosis factor receptor superfamily member [CD]) or has previously participated in a Merck pembrolizumab (MK-) clinical trial. Has received prior therapy with an anti-programmed cell death (anti-PD-), anti-PD-L, or anti-PD-L agent or with an agent directed to another co-inhibitory T cell receptor (such as cytotoxic T-lymphocyte-associated protein [CTLA-], OX-, CD) or has previously participated in Merck pembrolizumab (MK-) clinical studies.