The purpose of this study is to assess the efficacy and safety of pembrolizumab in combination with concurrent chemoradiation therapy followed by either pembrolizumab with olaparib placebo (Arm 1) or with olaparib (Arm 2) compared to concurrent chemoradiation therapy followed by durvalumab (Arm 3) in participants with unresectable, locally advanced NSCLC. Arms 1 and 2 will be studied in a double-blind design and Arm 3 will be open-label. The primary hypotheses are: 1. Pembrolizumab with concurrent chemoradiation therapy followed by pembrolizumab with olaparib is superior to concurrent chemoradiation therapy followed by durvalumab with respect to progression-free survival (PFS) and overall survival (OS) 2. Pembrolizumab with concurrent chemoradiation therapy followed by pembrolizumab is superior to concurrent chemoradiation therapy followed by durvalumab with respect to PFS and OS