A Study of Combination Therapies With or Without Pembrolizumab (MK-3475) and/or Chemotherapy in Participants With Advanced Esophageal Cancer (MK-3475-06A)

The main inclusion and exclusion criteria include but are not limited to the following:

Inclusion Criteria:

* Histologically or cytologically confirmed diagnosis of metastatic or locally advanced unresectable ESCC
* Has experienced investigator documented radiographic or clinical disease progression on one prior line of standard therapy.
* Has an evaluable baseline tumor sample (newly obtained or archival) for analysis
* Has adequately controlled blood pressure (BP) with or without antihypertensive medications
* Participants who have adverse events (AEs) due to previous anticancer therapies must have recovered to ≤Grade 1 or baseline. Participants with endocrine-related AEs who are adequately treated with hormone replacement or participants who have ≤Grade 2 neuropathy are eligible

Exclusion Criteria:

* Direct invasion into adjacent organs such as the aorta or trachea
* Has experienced weight loss \>10% over approximately 2 months prior to first dose of study therapy
* Has received an investigational agent or has used an investigational device within 4 weeks prior to study intervention administration
* Diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of study medication
* Known additional malignancy that is progressing or has required active treatment within the past 3 years, except basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ that has undergone potentially curative therapy
* Known active central nervous system (CNS) metastases and/or carcinomatous meningitis
* Active autoimmune disease that has required systemic treatment in past 2 years
* History of human immunodeficiency virus (HIV) infection
* History of Hepatitis B or known active Hepatitis C virus infection
* History of allogenic tissue/solid organ transplant
* Clinically significant cardiovascular disease within 12 months from first dose of study intervention
* Participants with known gastrointestinal (GI) malabsorption or any other condition that may affect the absorption of lenvatinib
* Has risk for significant GI bleeding, such as:
* Has had a serious nonhealing wound, peptic ulcer, or bone fracture within 28 days prior to allocation/randomization
* Has significant bleeding disorders, vasculitis, or has had a significant bleeding episode from the GI tract within 12 weeks prior to allocation/randomization