The purpose of this study is to assess the efficacy and safety of the combination of pembrolizumab (MK-3475) and enzalutamide in the treatment of men with metastatic castration-resistant prostate cancer (mCRPC) who have not received chemotherapy for mCRPC, are abiraterone-naïve, or are intolerant to or progressed on abiraterone acetate. There are two primary study hypotheses. Hypothesis 1: The combination of pembrolizumab plus enzalutamide is superior to placebo plus enzalutamide with respect to Overall Survival (OS). Hypothesis 2: The combination of pembrolizumab plus enzalutamide is superior to placebo plus enzalutamide with respect to Radiographic Progression-free Survival (rPFS) per Prostate Cancer Working Group (PCWG)-modified Response Evaluation Criteria in Solid Tumors Version 1.1 (RECIST 1.1) as assessed by blinded independent central review.