Inclusion Criteria:

          -  Group 1: Must have newly diagnosed, pathologically confirmed classical Hodgkin
             Lymphoma (cHL) at Stages IA, IB and IIA without bulky disease. Group 2: Must have
             newly diagnosed, pathologically confirmed cHL at Stages IIEB, IIIEA,IIIEB, IIIB, IVA
             and IVB

          -  Has measurable disease per investigator assessment

          -  Male participants are eligible to participate if they agree to the following during
             the intervention period: refrain from donating sperm plus either be abstinent from
             heterosexual intercourse as their preferred and usual lifestyle and agree to remain
             abstinent or must agree to use contraception per protocol unless confirmed to be
             azoospermic

          -  Female participants who are not pregnant or breastfeeding, and who are either not a
             woman of childbearing potential (WOCBP), or are a WOCBP who agrees to use approved
             contraception during the intervention period and for at least 120 days after the last
             dose of study intervention and agrees not to donate eggs (ova, oocytes) to others or
             freeze/store for her own use for the purpose of reproduction during this period

          -  A WOCBP must have a negative highly sensitive pregnancy test within 24 hours before
             the first dose of study intervention

          -  Performance status: Lansky Play-Performance Scale ≥50 for children up to and including
             16 years of age OR Karnofsky score ≥50 for participants >16 years of age

          -  Has adequate organ function

        Exclusion Criteria:

          -  Has undergone solid organ transplant at any time, or prior allogeneic hematopoietic
             stem cell transplantation within the last 5 years

          -  WOCBP who has a positive urine pregnancy test within 72 hours before the first dose of
             study treatment

          -  Baseline left ventricular ejection fraction value <50% or shortening fraction of <27%

          -  Has received prior therapy with an anti-Programmed Death (PD)-1, anti-Programmed
             Death-Ligand 1 (PD-L1), or anti-PD-L2 agent or with an agent directed to another
             co-inhibitory T-cell receptor or has previously participated in a Merck pembrolizumab
             (MK-3475) clinical study

          -  Has received any prior anti-cancer therapy, monoclonal antibody, chemotherapy, or an
             investigational agent or device before the first dose of study treatment, or has not
             recovered from AEs due to previously administered agents

          -  Is expected to receive a live vaccine within 30 days prior to the first dose of
             pembrolizumab

          -  Is currently participating in or has participated in a study of an investigational
             agent or has used an investigational device within 4 weeks prior to the first dose of
             study treatment

          -  Has a diagnosis of lymphocyte-predominant Hodgkin Lymphoma (HL)

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

          -  Has a known additional malignancy that is progressing or requires active treatment

          -  Has radiographically detectable central nervous system metastases and/or carcinomatous
             meningitis as assessed by local site investigator at the time of diagnosis

          -  Has severe hypersensitivity (≥Grade 3) to any study therapies including any excipients

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

          -  Has a history of (non-infectious) pneumonitis/interstitial lung disease that required
             steroids or has current 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 or known active Hepatitis C virus infection

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

          -  Has known psychiatric or substance abuse disorders that would interfere with
             cooperating with the requirements of the study