- Mucosal or ocular melanoma - History of (non-infectious) pneumonitis that required steroids or current pneumonitis - History of or current interstitial lung disease - History of hematologic or primary solid tumor malignancy, unless no evidence of that disease for 5 years - Active autoimmune disease that has required systemic treatment in past 2 years - Active infection requiring therapy - Unstable hyperthyroidism or hypothyroidism - Diagnosis of immunodeficiency - Systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of study medication - Known history of human immunodeficiency virus (HIV), active Hepatitis B or C - Treatment with live vaccine within 30 days prior to the first dose of study medication are not eligible - Prior treatment with any anti-cytotoxic T-lymphocyte-associated protein 4 (CTLA4) monoclonal antibody or anti-programmed cell death receptor 1 (PD-1), anti-programmed cell death receptor ligand 1 (PD-L1), or anti-programmed cell death receptor ligand 2 (PD-L2) agent, or prior participation in any Merck pembrolizumab clinical trial - Currently participating and receiving study therapy, or participated in a study of an investigational agent and received study therapy or used an investigation device within 4 weeks of the first dose of study medication - Pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the trial, starting with the screening visit through 120 days after the last dose of study medication - Participant is or has an immediate family member (e.g., spouse, parent/legal guardian, sibling or child) who is investigational site or Sponsor staff directly involved with this trial without prospective Institutional Review Board approval (by chair or designee) is given.