Inclusion Criteria:

          -  Part 1 only: Has histologically-or cytologically-confirmed advanced/metastatic solid
             tumors and have received, been intolerant to, or been ineligible for, all treatments
             known to confer clinical benefit

          -  Has measurable disease by Response Evaluation Criteria in Solid Tumors Version 1.1
             (RECIST 1.1) or Response Assessment in Neuro-Oncology (RANO) for Cohort B as assessed
             by the local site investigator/radiology

          -  Has provided an evaluable archival or newly obtained tumor tissue sample

          -  Part 1, Arm 1 only: Has ≥1 discrete malignant lesions that are amenable to biopsy

          -  Has an Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1

          -  Male participants are eligible to participate if they agree to the following during
             the intervention period and for at least 95 days after the last dose of chemotherapy:
             refrain from donating sperm plus either be abstinent from heterosexual intercourse as
             their preferred and usual lifestyle and agree to remain abstinent or agree to use
             contraception unless confirmed to be azoospermic

          -  A female participant is eligible to participate if she is not pregnant or
             breastfeeding, and ≥1 of the following conditions applies: is not a woman of
             childbearing potential (WOCBP) OR is using a contraceptive method that is highly
             effective or is abstinent from heterosexual intercourse as their preferred and usual
             lifestyle during the intervention period and for at least 180 days after the last dose
             of chemotherapy or 120 days after the last dose of MK-0482 or pembrolizumab, whichever
             occurs last

          -  Part 2 Cohort A, C, and E only: WOCBP must also agree not to donate to others or
             freeze/store for her own use for the purpose of reproduction during and for at least
             180 days after the last dose of chemotherapy

          -  Has a negative highly sensitive pregnancy test within 72 hours before the first dose
             of study treatment

          -  Human immunodeficiency virus (HIV) infected participants must have well controlled HIV
             on anti-retroviral therapy (ART)

          -  Has adequate organ function

          -  Part 2 Cohort A only: 1) Has histologically confirmed locally recurrent inoperable or
             metastatic triple negative breast cancer (TNBC) 2) Has received no prior systemic
             therapy for metastatic TNBC 3) Has tumor programmed death ligand 1 (PD-L1) combined
             positive score (CPS ) ≥1

          -  Part 2 Cohort B only: 1) Has histologically confirmed diagnosis of GBM 2) Has received
             a standard first-line treatment for GBM including surgery and radiation therapy with
             or without chemotherapy and evidence of disease recurrence or pression by magnetic
             resonance imaging (MRI) 3) Has time elapsed from prior treatment as per protocol 4)
             Has Karnofsky performance status (KPS) ≥ 80 within 7 days before start of study
             treatment 5) Is neurologically stable 6) Has known status of O6-methylguanine-DNA
             methyltransferase (MGMT) methylation and isocitrate dehydrogenase (IDH)

          -  Part 2 Cohort C only: Has histologically confirmed diagnosis of metastatic PDAC and
             has received no prior systemic therapy for metastatic pancreatic ductal adenocarcinoma
             (PDAC) including chemotherapy, biological or targeted therapy and has albumin ≥3.0
             g/dL

          -  Part 2 Cohort D only: Has histologically confirmed diagnosis of locally advanced or
             metastatic soft tissue sarcoma (STS) and has received and progressed after one prior
             line of systemic treatment for advanced STS

          -  Part 2 Cohort E only: Has histologically confirmed diagnosis of Stage IV or recurrent
             non-operable non-squamous non-small cell lung carcinoma (NSCLC) , has confirmation
             that epidermal growth factor receptor (EGFR), anaplastic lymphoma kinase (ALK), or
             c-ros oncogene 1 (ROS1) directed therapy is not indicated as primary therapy and has
             not received prior systemic treatment for metastatic NSCLC

        Exclusion Criteria:

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

          -  Has a known additional malignancy that is progressing or has required active treatment
             within the past 2 years; with the exception of basal cell carcinoma of the skin,
             squamous cell carcinoma of the skin, superficial bladder cancer, or carcinoma in situ
             (eg, breast carcinoma, cervical cancer in situ) that have undergone potentially
             curative therapy

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

          -  Has had a severe hypersensitivity reaction to treatment with a monoclonal antibody
             (mAb) and/or any component of pembrolizumab (MK-3475) or MK-0482

          -  Has received any prior immunotherapy and was discontinued from that treatment due to a
             Grade 3 or higher immune-related adverse event (irAE)

          -  Has an active infection requiring systemic therapy

          -  Has a history of interstitial lung disease

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

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

          -  HIV-infected participants with a history of Kaposi's sarcoma and/or Multicentric
             Castleman's Disease

          -  Has known Hepatitis B or C infection

          -  Has received prior systemic anticancer therapy, definitive radiotherapy, including
             investigational agents within 4 weeks (2 weeks for palliative radiation) before the
             first dose of study treatment

          -  Had had major surgery (<3 weeks before the start of study treatment)

          -  Has received a live vaccine within 30 days prior to the first dose of study treatment

          -  Is currently participating in or has participated in a study of an investigational
             agent or has used an investigational device within 28 days prior to the first dose of
             study treatment.

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

          -  Has had an allogeneic tissue/solid organ transplant in the last 5 years or has
             evidence of graft-versus-host disease

          -  Part 2 only: Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2
             agent or prior therapy targeting other immune-regulatory receptors or mechanisms

          -  Part 2 Cohort A only: 1) Has a history of class II-IV congestive heart failure or
             myocardial infarction within 6 months of start of study treatment 2) Has a known
             sensitivity to any component of paclitaxel or any of its excipients and 3) Is
             receiving any medication prohibited in combination with paclitaxel unless medication
             was stopped within 7 days before the start of study treatment

          -  Part 2 Cohort B only: 1) Has carcinomatous meningitis 2) Has recurrent tumor 3) Has
             tumor primarily localized to the brainstem or spinal cord 4) Has presence of
             multifocal tumor, diffuse leptomeningeal or extracranial disease 5) Has evidence of
             intratumoral or peritumoral hemorrhage on baseline MRI scan except Grade ≤ Grade I and
             either post-operative OR stable on at least 2 consecutive MRI scans 6) Requires
             treatment with moderate or high dose systemic corticosteroids as defined in protocol
             for at least 3 consecutive days within 2 weeks of start of study treatment and 7)
             Optune® TTFields within 2 weeks of start of study treatment

          -  Part 2 Cohort C only: 1) Has a history of class II-IV congestive heart failure,
             cerebral vascular event, unstable angina, or myocardial infarction within 6 months of
             the start of study treatment 2) Has symptomatic ascites, and 3) Has a known
             hypersensitivity to nab-paclitaxel or gemcitabine, or any of their excipients

          -  Part 2 Cohort E only: 1) Has a diagnosis of small cell lung cancer 2) Has symptomatic
             ascites or pleural effusion 3)Is currently receiving either strong or moderate
             inhibitors and/or inducers of CYP3A4 or CYP2C8 that cannot be discontinued for the
             duration of the study 4) Is unable to interrupt aspirin or other NSAIDs, other than
             aspirin dose ≤1.3 g/day for a 5-day period 5) Is unable or unwilling to take folic
             acid or vitamin B12 supplementation, and 6) has a known hypersensitivity to
             carboplatin or pemetrexed, or any of their excipients