Study of Pembrolizumab Versus Docetaxel in Participants Previously Treated for Non-Small Cell Lung Cancer (MK-3475-033/KEYNOTE-033)

Inclusion Criteria:

* Chinese participants must be born, raised, and reside in China
* Has a histologically or cytologically confirmed diagnosis of stage IIIB/IV or recurrent NSCLC and have at least one measurable lesion as defined by RECIST 1.1
* Has a life expectancy of ≥3 months
* Has progression of disease (investigator determined) per RECIST 1.1 after treatment with at least two cycles of a platinum-containing doublet
* Has documentation of epidermal growth factor receptor (EGFR) mutation and anaplastic lymphoma kinase (ALK) translocation status
* Participants with an EGFR sensitizing mutation tumor will be excluded
* Has Eastern Cooperative Oncology Group (ECOG) Performance Status of 0 or 1 within 10 days prior to study start
* Has provided archival tumor tissue sample or newly obtained formalin fixed tumor tissue from a recent biopsy of a tumor lesion not previously irradiated
* Has a PD-L1 positive tumor as determined by immunohistochemistry at a central laboratory
* Has resolution of toxic effect(s) of the most recent prior chemotherapy to Grade 1 or less (except alopecia)
* Has recovered from the toxicity and/or complications of any recent major surgery or radiation therapy
* Females must not be pregnant (negative urine or serum human chorionic gonadotropin test within 72 hours prior to receiving the first dose of study medication)
* Female and male participants of reproductive potential must agree to use adequate contraception starting with the first dose of study therapy through 120 days after the last dose of pembrolizumab (MK-3475) or 180 days after the last dose of docetaxel

Exclusion Criteria:

* Has received prior therapy with docetaxel for NSCLC
* Is currently participating or has participated in a study of an investigational agent or using an investigational device within 4 weeks of the first dose of study treatment
* Is receiving systemic steroid therapy within 3 days prior to the first dose of study treatment or receiving any other form of immunosuppressive
* Is expected to require any other form of systemic or localized antineoplastic therapy while on study including maintenance therapy with another agent for NSCLC or radiation therapy
* Has received prior systemic cytotoxic chemotherapy, antineoplastic biological therapy (e.g., cetuximab), any other agents used as systemic treatment for cancer, or major surgery within 3 weeks of the first dose of study treatment; received thoracic radiation therapy of \> 30 Gray Units (Gy) within 6 months of the first dose of study treatment; received prior ALK-directed tyrosine kinase inhibitor therapy or completed palliative radiotherapy of 30 Gy or less within 7 days of the first dose of study treatment
* Has received prior therapy with an anti-programmed cell death 1 (anti-PD-1), anti-PD-L1, anti-PD-L2, with an agent directed to an agonist or antagonist T-cell check point receptor, or if the participant has previously participated in Merck sponsored clinical trials evaluating pembrolizumab (MK-3475)
* Has a known additional malignancy that is progressing or requires active treatment, with the exception of early stage cancers, treated with curative intent, basal cell carcinoma of the skin, squamous cell carcinoma of the skin, in situ cervical cancer, or in situ breast cancer that has undergone potentially curative therapy
* Has known active central nervous system metastases and/or carcinomatous meningitis
* Has active autoimmune disease that has required systemic treatment in past 2 years
* Has had an allogeneic tissue/solid organ transplant
* Has a history of (non-infectious) pneumonitis that required steroids or current pneumonitis
* Has received or will receive a live vaccine within 30 days prior to the first administration of study medication
* Has an active infection requiring intravenous systemic therapy
* Has known history of Human Immunodeficiency Virus (HIV) (HIV ½ antibodies)
* Has known active Hepatitis B or C
* Has known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial
* 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 children starting with the screening visit (Visit 1) through 120 days after the last dose of pembrolizumab (MK-3475) or 180 days after the last dose of docetaxel
* Requires treatment with a strong inhibitor of Cytochrome P450 3A4