Inclusion Criteria:

        All Arms and Cohorts (Parts 1 and 2):

          -  Has ≥1 injectable lesion which is measurable and amenable to injection and biopsy.

          -  Has an Eastern Cooperative Oncology Group (ECOG) Performance Status score of 0 or 1.

          -  Demonstrates adequate organ function within 7 days prior to treatment initiation.

          -  Female participants of childbearing potential must be using a contraceptive method
             that is highly effective or be abstinent from heterosexual intercourse (on a long-term
             and persistent basis) during the intervention period and for at least 130 days after
             the last dose of study intervention and agrees not to donate eggs to others or
             freeze/store for personal use for the purpose of reproduction during this period. Male
             participants must agree to refrain from donating sperm PLUS either be abstinent from
             heterosexual intercourse (on a long-term and persistent basis) OR agree to use a male
             condom plus partner use of an additional contraceptive method when having
             penile-vaginal intercourse contraception, unless confirmed to be azoospermic
             (vasectomized) during the intervention period and for at least 130 days after the last
             dose of study intervention.

          -  Human Immunodeficiency (HIV)-infected participants must meet these additional
             criteria: a) Has laboratory-test-documented HIV-1 infection; b) Has well-controlled
             HIV on anti-retroviral therapy (ART), defined as: 1) must have a cluster of
             differentiation (CD4+) T-cell count >350 cells/mm^3 at time of screening; 2) must have
             achieved and maintained virologic suppression defined as confirmed HIV ribonucleic
             acid (RNA) level below 50 or the lower limit of quantification (LLOQ) using the
             locally available assay at the time of screening and for ≥12 weeks prior to screening;
             and, 3) must have been on a stable regimen, without changes in drugs or dose
             modification, for ≥4 weeks prior to study entry (Day 1).

        All Part 1 Arms:

        -Has ≥1 distant, discrete non-injected lesion which is amenable to biopsy. This lesion must
        be measurable as defined by the response criteria used to assess the participant (RECIST
        1.1 for solid tumors or revised International Working Group [IWG] criteria for lymphomas).

        Part 1 Arm 1: MK-1454 (Cut/Subcut Lesions) and Part 1 Arm 2: MK-1454+Pembro (Cut/Subcut
        Lesions):

          -  Has a histologically- or cytologically-confirmed advanced/metastatic solid tumor or
             lymphoma by pathology report and who has received, or been intolerant to, all
             treatment known to confer clinical benefit. Solid tumors and lymphomas of any type are
             eligible for enrollment.

          -  Has stage III or stage IV disease that is not surgically resectable. Stage IIB
             (T3N0M0B0-1) cutaneous T cell lymphoma (CTCL) participants are eligible.

        Part 1 Arm 3: MK-1454+Pembro (Visceral Lesions):

          -  Has stage III or stage IV disease that is not surgically resectable.

          -  Has metastatic liver involvement that does not exceed one third of the total liver
             volume in participants to be treated by liver IT injection. Hepatocellular carcinoma
             participants are excluded from eligibility of IT liver injection.

        All Part 2 Expansion Cohorts:

        Part 2 Cohort A: HNSCC Anti-PD-1/PD-L1 Refractory:

          -  Has HNSCC of the oral cavity, oropharynx, hypopharynx, or larynx; anti-PD-1/PD-L1
             refractory metastatic or recurrent. Participants may not have a primary tumor site of
             the nasopharynx (any histology).

          -  Has histologically confirmed Stage III, IVa, or IVb disease per TNM (Tumor, Nodes,
             Metastasis) staging, American Joint Committee on Cancer (AJCC, 8th edition), with
             recurrent or persistent disease after definitive chemoradiation, deemed unresectable
             and considered refractory to both platinum-based combination chemotherapy and
             anti-programmed cell death-ligand 1 (anti-PD-1/PD-L1) antibody therapy.

        OR

          -  Has histologically confirmed Stage IVc disease per TNM staging, AJCC 8th edition,
             considered refractory to platinum-based combination chemotherapy and anti-PD-1/PD-L1
             antibody therapy.

        Part 2 Cohort B: Anti-PD-1/PD-L1 TrT-Naïve or Refractory TNBC:

          -  Has confirmed unresectable locally advanced or metastatic TNBC as locally determined
             according to the American Society of Clinical Oncology-College of American
             Pathologists (ASCO-CAP) guidelines on a newly obtained core or excisional biopsy from
             a metastatic, not previously irradiated, tumor lesion.

          -  Has received at least one prior systemic treatment for metastatic breast cancer and
             has intolerance to, or documented disease progression on or after their most recent
             therapy.

          -  Has been previously treated with an anthracycline and/or taxane in the (neo)adjuvant
             or metastatic setting unless there was a medical contraindication to this treatment
             regimen.

          -  Have lactate dehydrogenase (LDH) <2.5 × upper limit of normal (ULN)

        Part 2 Cohort C: Anti-PD-1/PD-L1 TrT-Naïve Solid Tumors-Liver:

          -  Has histologically or cytologically confirmed Stage IV solid tumor that is not
             surgically resectable.

          -  Complete resolution of toxic effect(s) of the most recent prior chemotherapy to Grade
             1 or baseline (except alopecia). If participant received major surgery or radiation
             therapy of >30 Gray (Gy), they must have recovered from the toxicity and/or
             complications from the intervention.

        Exclusion Criteria:

        All Arms and Cohorts (Parts 1 and 2):

          -  Has had chemotherapy, definitive radiation, or biological cancer therapy within 4
             weeks prior to the first dose of study drug, or has not recovered to Baseline or
             Common Terminology Criteria for Adverse Events (CTCAE) Grade 1 from the adverse events
             due to cancer therapeutics administered >4 weeks earlier.

          -  Is currently participating and receiving study therapy or has participated in a study
             of an investigational agent and has received study therapy or has used an
             investigational device within 28 days of administration of MK-1454. Note: Prior
             exposure to immunotherapeutics is allowed, including PD-1 and PD-L1 inhibitors

          -  Is expected to require any other form of antineoplastic therapy while on study.

          -  Is on chronic systemic steroid therapy in excess of replacement doses (prednisone ≤ 10
             mg/day is acceptable), or on any other form of immunosuppressive medication.

          -  Has a history of a second malignancy, unless potentially curative treatment has been
             completed, with no evidence of malignancy for 2 years.

          -  Has clinically active central nervous system metastases and/or carcinomatous
             meningitis.

          -  Has had a severe hypersensitivity reaction to treatment with a monoclonal antibody.

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

          -  Has a history of vasculitis.

          -  Has an active infection requiring therapy.

          -  Has a history of (non-infectious) pneumonitis that required steroids or current
             pneumonitis.

          -  Has undergone prior allogeneic hematopoietic stem cell transplantation within the last
             5 years.

          -  Has Hepatitis B or C infection(s).

          -  Is pregnant or breastfeeding, or expecting to conceive or father children within the
             projected duration of the study.

          -  Has not fully recovered from any effects of major surgery, and is free of significant
             detectable infection.

          -  Has received a live vaccine within 30 days prior to first dose of study drug.

          -  Has a history of re-irradiation for squamous cell carcinoma of the head & neck (HNSCC)
             at the projected injection site.

          -  Has a tumor(s) in direct contact or encases a major blood vessel, and has ulceration
             and/or fungation onto the skin surface at the projected injection site.

          -  HIV-infected participants with history of Kaposi's sarcoma and/or multicentric
             Castleman's disease

          -  HIV-infected participants who have had an HIV-related opportunistic infection within 6
             months

          -  Has been treated with a Stimulator of Interferon Genes (STING) agonist (e.g. MK-1454,
             ADU-S100).

        All Part 2 Expansion Cohorts:

          -  Has experienced weight loss >10% over 2 months prior to first dose of study treatment.

          -  Has clinically relevant ascites at baseline (defined as requiring paracentesis) or
             with moderate radiographic ascites. A minimal amount of radiographic ascites is
             allowed.

          -  Has a history of interstitial lung disease.

          -  For Part 2 Cohort C: Anti-PD-1/PD-L1 TrT-Naïve Solid Tumors-Liver, participants with
             MSI-H CRC are excluded.