Study of Pembrolizumab (MK-3475) in Participants With Relapsed or Refractory Primary Mediastinal Large B-cell Lymphoma or Relapsed or Refractory Richter Syndrome (MK-3475-170/KEYNOTE-170)

Inclusion Criteria:

* Primary mediastinal large B-cell lymphoma (PMBCL):
* Diagnosis of relapsed or refractory primary mediastinal large B-cell lymphoma (rrPMBCL) AND
* Has relapsed after autologous stem cell transplant (auto-SCT) or has failed to achieve a Complete Response or Partial Response within 60 days of auto-SCT. Participants may have received intervening therapy after auto-SCT for relapsed or refractory disease, in which case they must have relapsed after or be refractory to their last treatment OR
* For participants who are ineligible for auto-SCT, has received at least ≥2 lines of prior therapy and has failed to respond to or relapsed after their last line of treatment. For participants who received consolidative local radiotherapy after systemic therapy, local radiotherapy will not be considered as a separate line of treatment
* Previously exposed to rituximab as part of prior lines of treatment
* Richter syndrome (RS):
* Pathologic diagnosis per local institutional review of RS that transformed from chronic lymphocytic leukemia (CLL)
* Relapsed or refractory Richter syndrome and has received ≥1 previous treatment for RS
* All Participants:
* Radiographically measurable disease
* Performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Scale
* Life expectancy \>3 months
* Adequate organ function
* Female participants of childbearing potential must be willing to use an adequate method of contraception for the course of the study through 120 days after the last dose of study drug
* Male participants of childbearing potential must agree to use an adequate method of contraception, starting with the first dose of study drug through 120 days after the last dose of study drug

Exclusion Criteria:

* Is currently participating and receiving study therapy or has participated in a study of an investigational agent and received study therapy or used an investigational device within 4 weeks of the first dose of study drug
* Is receiving systemic steroid therapy \<3 days before the first dose of study drug or receiving any other form of immunosuppressive medication
* Prior monoclonal antibody within 4 weeks prior to study Day 1 (2 weeks for RS participants) or who has not recovered (i.e. ≤ Grade 1 or at baseline) from adverse events due to agents administered more than 4 weeks earlier (2 weeks for RS participants)
* Prior chemotherapy or targeted small molecule therapy within 2 weeks prior to study Day 1 or prior radiation therapy within 4 weeks prior to study Day 1
* Allogeneic hematopoietic stem cell transplantation within the last 5 years.
* Has a known additional malignancy (except underlying CLL for RS) that is progressing or requires active treatment. Exceptions include basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or in situ cervical cancer that has undergone potentially curative therapy
* Known clinically active central nervous system involvement
* Active autoimmune disease requiring systemic treatment in past 2 years
* History of (non-infectious) pneumonitis that required steroids, or current pneumonitis
* Active infection requiring intravenous systemic therapy
* Is pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the study, starting with the pre-screening or screening visit through 120 days after the last dose of study drug
* Has received prior therapy with an anti-programmed cell death 1 (anti-PD-1), anti-programmed cell death ligand 1 (anti-PD-L1), anti-programmed cell death ligand 2 (anti-PD-L2), anti-CD137, or anti-cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways)
* Known human immunodeficiency virus (HIV), or Hepatitis B or C
* Has received a live vaccine within 30 days prior to first dose of study drug