A Study of Pembrolizumab in Japanese Pediatric Participants With Solid Tumors or Lymphomas and Japanese Adult Participants With Merkel Cell Carcinoma (MK-3475-G21/KEYNOTE-G21)

Researchers are looking for new ways to treat people with solid tumors, lymphomas (blood cancers), and a certain type of skin cancer. The goals of this study are to learn: * About the safety of pembrolizumab (the study medicine) and if people tolerate it * What happens to different doses of pembrolizumab in a person's body over time * How the cancer responds (gets smaller or goes away) to treatment

Inclusion Criteria: The main inclusion criteria include but are not limited to the following: Arm 1: * For participants with relapsed or refractory classical Hodgkin lymphoma (cHL) or primary mediastinal large B-cell lymphoma (PMBCL) * Has a confirmed diagnosis of relapsed or refractory cHL or PMBCL after the most recent therapy * Has radiographically measurable disease per Lugano classification * For participants with completely resected melanoma: * Has surgically completely resected and histologically/pathologically confirmed diagnosis of Stage IIB, IIC, III or IV cutaneous melanoma * Has not received any prior systemic therapy for their melanoma beyond surgical resection * All suspicious lesions amenable to biopsy are confirmed negative for malignancy * For participants with locally advanced or metastatic melanoma: * Has histologically confirmed diagnosis of locally advanced (unresectable Stage III) or metastatic (Stage IV) melanoma (including acral) not amenable to local therapy * Has radiographically measurable lesion(s) as defined by RECIST 1.1 * For participants with microsatellite instability-high (MSI-H)/mismatch repair deficiency (dMMR) solid tumors: * Has histologically/cytologically documented, locally-advanced, or metastatic solid malignancy that is incurable and has either (a) failed prior standard therapy, (b) for which no standard therapy exists, or (c) standard therapy is not considered appropriate by the participant and treating physician * Has a documented positive local MSI-H or dMMR test result * Has radiographically measurable disease based on RECIST 1.1 * For participants with tumor mutational burden-high (TMB-H) solid tumors: * Has histologically/cytologically documented, locally-advanced, or metastatic solid malignancy that is incurable and has either (a) failed prior standard therapy, (b) for which no standard therapy exists, or (c) standard therapy is not considered appropriate by the participant and treating physician * Has radiographically measurable disease based on RECIST 1.1 * For participants with MCC: * Has histologically confirmed diagnosis of locoregional MCC that has recurred following standard locoregional therapy with surgery and/or radiation therapy and is not amenable to local therapy or metastatic MCC (Stage IV) * Has radiographically measurable disease based on RECIST 1.1 Arm 2: * For participants with MCC: * Has been untreated for advanced or metastatic disease Arm 1 \& Arm 2: * Life expectancy of \>3 months (Arm 1) or \>6 months (Arm 2) Exclusion Criteria: The main exclusion criteria include but are not limited to the following: * Has known additional malignancy that is progressing or has required active treatment * Has known active (central nervous system) CNS metastases and/or carcinomatous meningitis * Has active autoimmune disease that has required systemic treatment in past 2 years * Has history of (noninfectious) pneumonitis/interstitial lung disease that required steroids or has current pneumonitis/interstitial lung disease * Has active infection requiring systemic therapy * Has known history of human immunodeficiency virus (HIV) infection * Has known history of Hepatitis B infection or known active Hepatitis C virus * Has undergone solid organ transplant at any time, or prior allogeneic hematopoietic stem cell transplantation within the last 5 years * Has not adequately recovered from major surgery or has ongoing surgical complications