The purpose of this study is to evaluate the efficacy and safety of retatrutide in participants who have obesity or overweight (J1I-MC-GZBJ master protocol) including subsets of participants who have knee osteoarthritis (OA) (J1I-MC-GOA1) or who have obstructive sleep apnea (OSA) (J1I-MC-GSA1). This study will last about 89 weeks and will include up to 24 visits. Addendum (2) is optional and available to approximately 500 participants to continue treatment with retatrutide for up to an additional 24 weeks.