Efficacy and Safety of Pembrolizumab (MK-3475) With Lenvatinib (E7080/MK-7902) vs. Docetaxel in Participants With Metastatic Non-Small Cell Lung Cancer (NSCLC) and Progressive Disease (PD) After Platinum Doublet Chemotherapy and Immunotherapy (MK-7902-008/E7080-G000-316/LEAP-008)

Inclusion Criteria:

• Has a histologically or cytologically confirmed diagnosis of metastatic squamous ornonsquamous Non-Small Cell Lung Cancer (NSCLC) -Stage IV: M1a, M1b, M1c.

• Has progressive disease (PD) on treatment with one prior anti-programmed cell death 1 (PD-1)/programmed cell death ligand 1 (PD-L1) monoclonal antibody (mAb)administered either as monotherapy or in combination with other checkpointinhibitors or other therapies.

• Retreatment with the same anti-PD-L1/PD-L1 mAb is acceptable in the overallcourse of treatment

• Has PD during/after platinum doublet chemotherapy for metastatic disease.

• Has confirmation that EGFR-, ALK-, or ROS1-directed therapy is not indicated asprimary therapy (documentation of absence of tumor-activating EGFR mutations [eg,DEL19 or L858R], and absence of ALK and ROS1 gene rearrangements OR presence of aK-ras mutation).

• Has submitted pre-study imaging that confirmed evidence of PD following initiationof an anti-PD-1/PD-L1 inhibitor.

• Has at least 1 measurable lesion by computerized tomography (CT) or magneticresonance imaging (MRI) per Response Evaluation Criteria in Solid Tumors (RECIST) 1.1, as determined by the local site assessment.

• Has provided tumor tissue for PD-L1 biomarker analysis from an archival sample (defined as: from initial diagnosis of NSCLC and prior to receiving immunotherapy [antiPD-1/PD-L1], from the primary lesion or a metastatic lesion).

• Has provided prior to allocation tissue from a newly obtained formalin-fixed samplefrom a new biopsy (defined as: after completion of immunotherapy [anti-PD-1/PD-L1]and before receiving a randomization number), of a tumor lesion not previouslyirradiated.

• Has Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1 within 7days before the first dose of study intervention but before randomization.

• Has a life expectancy of at least 3 months.

• Male participants receiving pembrolizumab ± lenvatinib or lenvatinib must agree torefrain from donating sperm, and either 1) be abstinent from heterosexualintercourse; or 2) follow contraceptive guidance during the treatment period or 7days after the last dose of lenvatinib. Male participants receiving docetaxel agreeto adhere to the same conditions during the treatment period and for ≥90 days afterthe last dose of study treatment.

• Female participants must not be pregnant, not be breastfeeding, and not be a womanof child-bearing potential (WOCBP). If a WOCBP, agrees to not donate eggs and eitheruse contraception, or be abstinent from heterosexual intercourse during thetreatment period and for ≥120 days after the last dose of pembrolizumab or 30 daysafter the last dose of lenvatinib, whichever occurs last. If a WOCBP receivingdocetaxel, agrees to adhere to the same conditions during the treatment period andfor ≥30 days after the last dose of study treatment.

• Has adequately controlled blood pressure (BP) with or without antihypertensivemedications, defined as BP ≤150/90 mm Hg and no change in antihypertensivemedications within 1 week before randomization.

• If participant received major surgery or radiation therapy of >30 Gy, they haverecovered from the toxicity and/or complications from the intervention.

• Has adequate organ function.

Exclusion Criteria:

• Has received docetaxel as monotherapy or in combination with other therapies.

• Has received lenvatinib as monotherapy or in combination with an anti-PD-1/PD-L1mAb.

• Has received: 1) radiotherapy within 2 weeks before the first dose of studytreatment; or 2) lung radiation therapy >30 Gy within 6 months before the first doseof study treatment.

• Has received a live vaccine within 30 days before the first dose of study treatment.

• Has clinically significant hemoptysis or tumor bleeding within 2 weeks before thefirst dose of study treatment.

• Has radiographic evidence of intratumoral cavitation, encasement, or invasion of amajor blood vessel.

• Has clinically significant cardiovascular impairment within 12 months of the firstdose of study treatment.

• Has a history of a gastrointestinal condition or procedure that may affect oralabsorption of study treatment.

• Has a pre-existing ≥Grade 3 gastrointestinal or non-gastrointestinal fistula.

• Is currently participating in a clinical trial and receiving study therapy orparticipated in a study of an investigational agent within 4 weeks of the first doseof study treatment.

• Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapyor any other form of immunosuppressive therapy within 7 days before the first doseof study treatment.

• Has a known history of an additional malignancy, except if the participant hasundergone potentially curative therapy with no evidence of disease recurrence for 3years since initiation of that therapy.

• Has known active central nervous system metastases and/or carcinomatous meningitis.

• Has severe hypersensitivity to pembrolizumab and/or any of its excipients.

• Has a sensitivity to any of the excipients contained in lenvatinib and/or docetaxel.

• Has an active autoimmune disease that has required systemic treatment in the past 2years.

• Has a history of (noninfectious) pneumonitis that required systemic steroids orcurrent pneumonitis/interstitial lung disease.

• Has an active infection requiring systemic therapy.

• Has a known history of human immunodeficiency virus (HIV) infection.

• Has a known history of hepatitis B reactive or known active hepatitis C virusinfection.

• Has active tuberculosis.

• Has a known psychiatric or substance abuse disorder that would interfere with theparticipant's ability to cooperate with the requirements of the study.

• Is pregnant or breastfeeding or expecting to conceive or father children within theprojected duration of the study, starting with the screening visit through at least 120 days after the last dose of pembrolizumab or lenvatinib, or 90 days (maleparticipants) or 30 days (for female participants) after the last dose of docetaxel.

• Has had an allogeneic tissue/solid organ transplant.