Substudy 02B: Safety and Efficacy of Pembrolizumab in Combination With Investigational Agents or Pembrolizumab Alone in Participants With First Line (1L) Advanced Melanoma (MK-3475-02B/KEYMAKER-U02)

Inclusion Criteria: * Has histologically or cytologically confirmed melanoma * Has unresectable Stage III or Stage IV melanoma, not amenable to local therapy * Has been untreated for advanced disease. * Has provided a tumor biopsy * If capable of producing sperm, male participants agree to the following during the intervention period and for at least the time needed to eliminate each study intervention after the last dose of study intervention (7 days): * Abstains from penile-vaginal intercourse as their preferred and usual lifestyle (abstinent on a long-term and persistent basis) and agrees to remain abstinent OR * Uses contraception unless confirmed to be azoospermic * A female participant is eligible to participate if she is not pregnant or breastfeeding, and at least one of the following conditions applies: * Is not a WOCBP OR * Is a WOCBP and Uses a contraceptive method that is highly effective, with low user dependency, or be abstinent from penile-vaginal intercourse as their preferred and usual lifestyle (abstinent on a long-term and persistent basis) during the intervention period and for at least the time needed to eliminate each study intervention after the last dose of study intervention. The length of time required to continue contraception for each study intervention is: * MK-4280A: 120 days * MK-1308A: 120 days * MK-7684: 50 days * MK-3475: 120 days * Lenvatinib: 30 days * ATRA: 30 days * Has adequate organ function * Has resolution of tox…