Inclusion Criteria:

          -  Be male or female and at least 12 years of age, at the time of signing the informed
             consent/assent.

          -  Have 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) as per American Joint
             Committee on Cancer (AJCC) 8th edition guidelines.

          -  Have been untreated for advanced or metastatic disease except as follows:

               1. Prior intratumoral therapy will be permitted.

               2. Prior adjuvant or neoadjuvant therapy containing systemic chemotherapy will be
                  permitted if treatment concluded at least 3 months prior to Cycle 1 Day 1 (C1D1).

               3. Prior adjuvant or neoadjuvant therapy containing anti-PD-1/L1 or anti-CTLA-4
                  (cytotoxic T-lymphocyte-associated protein 4) therapy will not be permitted.

          -  Have at least 1 measurable lesion by computed tomography (CT) or magnetic resonance
             imaging (MRI) per RECIST 1.1 criteria as determined by the local site
             investigator/radiology assessment.

          -  Toxic effect(s) of the most recent prior therapy have resolved to Grade 1 or less
             (except alopecia).

          -  Contraceptive use by men should be consistent with local regulations regarding the
             methods of contraception for those participating in clinical studies.

          -  Contraceptive use by women should be consistent with local regulations regarding the
             methods of contraception for those participating in clinical studies.

          -  A female participant is eligible to participate if she is not pregnant or
             breastfeeding, and at least one of the following conditions applies:

          -  Is not a woman of childbearing potential (WOCBP)

          -  OR

          -  Is a WOCBP and using a contraceptive method that is highly effective (with a failure
             rate of <1% per year), with low user dependency, or be abstinent from heterosexual
             intercourse as their preferred and usual lifestyle (abstinent on a long term and
             persistent basis).

          -  A WOCBP must have a negative highly sensitive pregnancy test (urine or serum as
             required by local regulations) within 72 hours before the first dose of study
             intervention.

          -  Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1 or
             Lansky Play-Performance Scale (LPS) ≥50 for pediatric participants up to and including
             16 years of age.

          -  Have adequate organ function

        Exclusion Criteria:

          -  Has a known additional malignancy that is progressing or has required active treatment
             within the past 2 years with certain exceptions.

          -  Has known active central nervous system (CNS) metastases and/or carcinomatous
             meningitis with certain exceptions.

          -  Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy
             (in dosing exceeding 10 mg daily of prednisone equivalent) or any other form of
             immunosuppressive therapy within 7 days prior to C1D1.

          -  Has severe hypersensitivity (≥Grade 3) to pembrolizumab and/or any of its excipients.

          -  Has an active autoimmune disease that has required systemic treatment in past 2 years
             (i.e., with use of disease-modifying agents, corticosteroids or immunosuppressive
             drugs).

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

          -  Has an active infection requiring systemic therapy.

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

          -  Has a known history of Hepatitis B (defined as Hepatitis B surface antigen [HBsAg]
             reactive) or known active Hepatitis C virus (defined as HCV RNA [qualitative] is
             detected) infection.

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

          -  Has clinically significant cardiac disease within 6 months of C1D1, including New York
             Heart Association Class III or IV congestive heart failure, unstable angina,
             myocardial infarction, cerebral vascular accident, or cardiac arrhythmia associated
             with hemodynamic instability.

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

          -  Has not received standard locoregional therapy with surgery and/or radiation therapy
             for the treatment of local or locoregional disease. Note: This exclusion criterion
             does not apply to participants who are diagnosed with unresectable or metastatic MCC.

          -  Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti PD-L2 agent or with
             an agent directed to another stimulatory or co-inhibitory T-cell receptor.

          -  Has received prior systemic anticancer therapy including investigational agents within
             12 weeks prior to C1D1.

          -  Has received radiotherapy within 2 weeks prior to start of study intervention.

          -  Has received a live vaccine within 30 days prior to C1D1.

          -  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 C1D1.

          -  Has had an allogenic tissue/solid organ transplant.