Study of the Safety, Tolerability, Pharmacokinetics and Efficacy of Pembrolizumab (MK-3475) in Chinese Participants With Non-Small-Cell Lung Cancer (MK-3475-032/KEYNOTE-032)

Inclusion Criteria:

* Is of the Chinese race (i.e., Chinese descent born in China) and has a Chinese home address.
* Has a life expectancy of at least 3 months.
* Has histologically-/cytologically-confirmed, advanced unresectable NSCLC and has measurable disease based on Response Evaluation Criteria in Solid Tumors version 1.1 (RECIST 1.1) as determined by the site.
* Has failed established standard medical anti-cancer therapies or has been intolerant to such therapy, or in the opinion of the investigator have been considered ineligible for any form of standard therapy on medical grounds.
* Has a score of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Status within 3 days prior to the first dose of study drug.
* Has 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:

* Has had chemotherapy, radioactive, or biological cancer therapy within 4 weeks prior to the first dose of study therapy pembrolizumab, or who has not recovered to National Cancer Institute Common Terminology Criteria for Adverse Events (CTCAE) Grade 1 or better from the AEs due to cancer therapeutics administered more than 4 weeks earlier.
* 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 expected to require any other form of antineoplastic therapy while on study (including maintenance therapy with another agent for NSCLC).
* Has a medical condition that requires chronic systemic steroid therapy or on any other form of immunosuppressive medication.
* Has a known history of a hematologic malignancy, primary brain tumor or sarcoma, or of another primary solid tumor, unless the participant has undergone potentially curative therapy with no evidence of that disease for 5 years.
* Has known central nervous system metastases and/or carcinomatous meningitis. Participants with previously treated brain metastases may participate provided they are stable.
* Has a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis.
* Has active autoimmune disease that has required systemic treatment in past 2 years (i.e., with use of disease modifying agents, corticosteroids or immunosuppressive drugs).
* Had prior treatment targeting PD-1: PD-L1 axis or cytotoxic T-lymphocyte-associated protein, or was previously randomized in any pembrolizumab study. Examples of such agents include (but are not limited to): Nivolumab (BMS-936558, MDX-1106 or ONO-4538); Pidilizumab (CT-011); AMP-224; BMS-936559 (MDX-1105); MPDL3280A (RG7446); and MEDI4736.
* Has an active infection requiring systematic therapy.
* Is positive for Human Immunodeficiency Virus.
* Has known active Hepatitis B or C.
* Has known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the study.
* Has received or will receive a live vaccine within 30 days prior to the first administration of study drug.
* Is at the time of signing informed consent, a regular user (including "recreational use") of any illicit drugs or had a recent history (within the last year) of substance abuse (including alcohol).
* Is pregnant or breastfeeding, or expecting to conceive or father a child within the projected duration of the study, starting with the screening visit (Visit 1) through 120 days after the last dose of pembrolizumab.