Substudy 02D: Safety and Efficacy of Pembrolizumab in Combination With Investigational Agents or Pembrolizumab Alone in Participants With Melanoma Brain Metastasis (MK-3475-02D/KEYMAKER-U02)

Inclusion Criteria:

* Has American Joint Committee on Cancer (AJCC) Stage IV, M1D melanoma
* Is neurologically asymptomatic from brain metastases and has not received systemic corticosteroid therapy in the 10 days prior to beginning study intervention
* If capable of producing sperm, male participants agree to the following during the intervention period and for at least the time needed to eliminate each study intervention after the last dose of study intervention. The length of time required to continue contraception for each study intervention is:
* Lenvatinib: 7 days
* Abstains from penile-vaginal intercourse as their preferred and usual lifestyle (abstinent on a long-term and persistent basis) and agrees to remain abstinent. OR
* Uses contraception unless confirmed to be azoospermic
* Female participants are not pregnant or breastfeeding and are either not a woman of child-bearing potential (WOCBP) OR use a contraceptive method that is highly effective or are abstinent from heterosexual intercourse during the intervention period and for at least 120 days after the last dose of pembrolizumab or pembrolizumab/quavonlimab, or 30 days after the last dose of lenvatinib, whichever occurs last
* Has adequate organ function
* Female participants agree to abstain from breastfeeding during the study intervention period and for at least the time needed to eliminate study intervention after the last dose of study intervention. The length of time required for each study intervention is:
* MK-1308A: 120 days
* MK-3475: 120 days
* Lenvatinib: 30 days

Exclusion Criteria:

* Has a diagnosis of immunodeficiency or is receiving immunosuppressive therapy within 10 days before the first dose of study intervention
* Has current or history of known leptomeningeal involvement
* Has received stereotactic or highly conformal radiotherapy within 2 weeks before the start of dosing
* Has clinically significant hemoptysis or tumor bleeding within 2 weeks prior to the first dose of study drug
* Has untreated or unresolved intracranial hemorrhage from central nervous system (CNS) metastasis
* Has an active infection requiring systemic therapy
* Has a known additional malignancy that is progressing or requires active treatment within the past 2 years
* Has ocular melanoma
* Has an active autoimmune disease that has required systemic treatment in the past 2 years
* Has known history of immunodeficiency virus (HIV)
* Has known history of hepatitis B or known hepatitis C virus
* Has a history of (noninfectious) pneumonitis that required steroids or current pneumonitis
* Has received prior systemic anticancer therapy within 4 weeks prior to randomization/allocation
* Has a history of whole brain irradiation
* Has received prior radiotherapy within 2 weeks of first dose of study intervention
* Has had major surgery \<3 weeks prior to first dose of study intervention
* Has received a live or live attenuated vaccine within 30 days prior to the first dose of study intervention
* Has had an allogeneic tissue/solid organ transplant