Inclusion Criteria:

          -  Have at least one site of lymphomatous disease amenable to external beam radiation
             therapy (EBRT)

          -  Have pathologic confirmation of aggressive non-Hodgkin lymphoma (including diffuse
             large B cell lymphoma, transformed follicular lymphoma, transformed marginal zone
             lymphoma, primary mediastinal B-cell lymphoma, T cell lymphoma and NK T-cell
             lymphoma). Patients with indolent B cell lymphoma are excluded

          -  Be willing and able to provide written informed consent/assent for the trial

          -  Have measurable disease (>= 1.5 cm in the longest diameter for nodal or extranodal
             disease)

          -  Have provided archival tumor tissue sample or newly obtained core or excisional biopsy
             of a tumor lesion not previously irradiated. Formalin-fixed, paraffin embedded (FFPE)
             tissue blocks are preferred to slides. Newly obtained biopsies are preferred to
             archived tissue. Newly-obtained is defined as a specimen obtained up to 6 weeks (42
             days) prior to initiation of treatment on day 1. Subjects for whom newly-obtained
             samples cannot be provided (e.g. inaccessible or subject safety concern) may submit an
             archived specimen. Note: If submitting unstained cut slides, newly cut slides should
             be submitted to the testing laboratory within 14 days from the date slides are cut

          -  Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1.
             Evaluation of ECOG is to be performed within 7 days prior to the date of
             allocation/randomization

          -  Absolute neutrophil count (ANC) >= 1,000 /mcL (performed within 10 days of treatment
             initiation)

          -  Platelets >= 50,000 / mcL (performed within 10 days of treatment initiation)

          -  Hemoglobin >= 8 g/dL or >= 5.6 mmol/L without transfusion or erythropoietin (EPO)
             dependency (within 7 days of assessment) (performed within 10 days of treatment
             initiation)

          -  Serum creatinine OR measured or calculated creatinine clearance (creatinine clearance
             should be calculated per institutional standard) (glomerular filtration rate [GFR] can
             also be used in place of creatinine or creatinine clearance [CrCl]) =< 1.5 x upper
             limit of normal (ULN) OR >= 60 mL/min for subject with creatinine levels > 1.5 x
             institutional ULN (performed within 10 days of treatment initiation)

          -  Serum total bilirubin =< 1.5 x ULN OR direct bilirubin =< ULN for subjects with total
             bilirubin levels > 1.5 ULN (performed within 10 days of treatment initiation)

          -  Aspartate aminotransferase (AST) serum glutamic-oxaloacetic transaminase (SGOT) and
             alanine aminotransferase (ALT) serum glutamic pyruvic transaminase (SGPT) =< 2.5 x ULN
             OR =< 5 x ULN for subjects with liver metastases (performed within 10 days of
             treatment initiation)

          -  Albumin >= 2.5 mg/dL (performed within 10 days of treatment initiation)

          -  International normalized ratio (INR) or prothrombin time (PT) =< 1.5 x ULN unless
             subject is receiving anticoagulant therapy as long as PT or partial thromboplastin
             time (PTT) is within therapeutic range of intended use of anticoagulants (performed
             within 10 days of treatment initiation)

          -  Activated partial thromboplastin time (aPTT) =< 1.5 x ULN unless subject is receiving
             anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use
             of anticoagulants (performed within 10 days of treatment initiation)

          -  Female subject of childbearing potential should have a negative urine or serum
             pregnancy within 72 hours prior to receiving the first dose of study medication. If
             the urine test is positive or cannot be confirmed as negative, a serum pregnancy test
             will be required

          -  Female subjects of childbearing potential must be willing to use an adequate method of
             contraception as outlined - contraception, for the course of the study through 120,
             corresponding to time needed to eliminate any Merck study treatment(s) and/or any
             active comparator/combination, plus 30 days (a menstruation cycle) for study
             treatments with risk of genotoxicity days after the last dose of study medication.
             Note: Abstinence is acceptable if this is the usual lifestyle and preferred
             contraception for the subject

        Exclusion Criteria:

          -  Has had prior radiation therapy to the potential radiation target such that additional
             radiation therapy is considered unsafe by the treating radiation oncologist

          -  Has a history of allogeneic stem cell transplantation

          -  Has a diagnosis of active scleroderma or lupus or any other autoimmune disease that by
             the opinion of the treating radiation oncologist would put the patient at unacceptable
             risk of toxicity

          -  Is currently participating and receiving study therapy or has participated in a study
             of an investigational agent and received study therapy or used an investigational
             device within 4 weeks of the first dose of treatment

          -  Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any
             other form of immunosuppressive therapy within 7 days prior to the first dose of trial
             treatment

          -  Has a known history of active Bacillus tuberculosis (TB)

          -  Hypersensitivity to pembrolizumab or any of its excipients

          -  Has had a prior anti-cancer monoclonal antibody (mAb) within 4 weeks prior to study
             day 1 or who has not recovered (i.e., =< grade 1 or at baseline) from adverse events
             due to agents administered more than 4 weeks earlier

          -  Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy
             within 2 weeks prior to study day 1 or who has not recovered (i.e., =< grade 1 or at
             baseline) from adverse events due to a previously administered agent

               -  Note: subjects with =< grade 2 neuropathy are an exception to this criterion and
                  may qualify for the study

                    -  Note: if subject received major surgery, they must have recovered adequately
                       from the toxicity and/or complications from the intervention prior to
                       starting therapy

          -  Has a known additional malignancy that is progressing or requires active treatment
             within the past 3 years. Exceptions include basal cell carcinoma of the skin or
             squamous cell carcinoma of the skin that has undergone potentially curative therapy or
             in situ cervical cancer

          -  Has known active central nervous system (CNS) lymphoma or lymphomatous meningitis.
             Subjects with previously treated brain metastases may participate provided they are
             stable (without evidence of progression by imaging for at least four weeks prior to
             the first dose of trial treatment and any neurologic symptoms have returned to
             baseline), have no evidence of new or enlarging brain metastases, and are not using
             steroids for at least 7 days prior to trial treatment

          -  Has active autoimmune disease that has required systemic treatment in the past 2 years
             (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive
             drugs). Replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid
             replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a
             form of systemic treatment

          -  Has history of (non-infectious) pneumonitis that required steroids, evidence of
             interstitial lung disease or active, non-infectious pneumonitis

          -  Has an active infection requiring systemic therapy

          -  Has a history or current evidence of any condition, therapy, or laboratory abnormality
             that might confound the results of the trial, interfere with the subject's
             participation for the full duration of the trial, or is not in the best interest of
             the subject to participate, in the opinion of the treating investigator

          -  Has known psychiatric or substance abuse disorders that would interfere with
             cooperation with the requirements of the trial

          -  Is pregnant or breastfeeding, or expecting to conceive or father children within the
             projected duration of the trial, starting with the pre-screening or screening visit
             through 120 days after the last dose of trial treatment

          -  A woman of child bearing potential (WOCBP) who has a positive urine pregnancy test
             within 72 hours prior to receiving the first dose of study medication. If the urine
             test is positive or cannot be confirmed as negative, a serum pregnancy test will be
             required. Note: in the event that 72 hours have elapsed between the screening
             pregnancy test and the first dose of study treatment, another pregnancy test (urine or
             serum) must be performed and must be negative in order for subject to start receiving
             study medication

          -  Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent directed
             to another stimulatory or co-inhibitory T-cell receptor (e.g., CTLA-4, OX-40, CD137)

          -  Has a known history of human immunodeficiency virus (HIV) (HIV 1/2 antibodies)

          -  Has known active hepatitis B (e.g., hepatitis B surface antigen [HBsAg] reactive) or
             hepatitis C (e.g., hepatitis C virus [HCV] ribonucleic acid [RNA] [qualitative] is
             detected)

          -  Has received a live vaccine within 30 days of planned start of study therapy. Note:
             seasonal influenza vaccines for injection are generally inactivated flu vaccines and
             are allowed; however intranasal influenza vaccines (e.g., Flu-Mist) are live
             attenuated vaccines, and are not allowed