The purpose of this study is to assess the efficacy and safety of pembrolizumab (MK-3475) with or without chemotherapy in combination with vibostolimab (MK-7684), boserolimab (MK-5890), MK-4830, MK-0482, I-DXd, or HER3-DXd in treatment-naïve participants with advanced squamous or non-squamous NSCLC. This study is one of the pembrolizumab substudies being conducted under one pembrolizumab umbrella master protocol (MK-3475-U01/KEYMAKER-U01).