Inclusion Criteria:

          -  Has a histologically- or cytologically-confirmed advanced (metastatic and/or
             unresectable) solid tumor (except breast or ovarian cancers whose tumor has a germline
             or somatic BRCA mutation) that is not eligible for curative treatment and for which
             standard of care therapy has failed. Participants must have progressed on or be
             intolerant to standard of care therapies that are known to provide clinical benefit.
             There is no limit on the number of prior treatment regimens.

          -  Has either centrally-confirmed known or suspected deleterious mutations in ≥1 of the
             specified 15 genes involved in HRR or centrally-confirmed HRD based on the Lynparza
             HRR-HRD assay.

          -  Has measurable disease per RECIST 1.1 as assessed by the local site
             investigator/radiology and confirmed in real time by blinded independent central
             review (BICR). BICR must confirm the presence of radiologically measurable disease per
             RECIST 1.1 for the participant to be eligible for the study.

          -  Has a life expectancy of ≥3 months.

          -  Must have had CR or PR while on treatment with prior cisplatin or carboplatin, or had
             CR, PR, or stable disease (SD) while on treatment with prior oxaliplatin (either as
             monotherapy or in combination) for advanced (metastatic and/or unresectable) solid
             tumor. Participant must also not have been refractory to prior platinum-containing
             therapy.

          -  Has an Eastern Cooperative Oncology Group (ECOG) performance status of either 0 or 1,
             as assessed within 3 days of study treatment initiation.

          -  Male participants must agree to use contraception during the treatment period and for
             ≥90 days (3 months) after the last dose of olaparib and refrain from donating sperm
             during this period.

          -  Female participants must not be pregnant or breastfeeding, and ≥1 of the following
             conditions applies: Is not a woman of childbearing potential (WOCBP) OR Is a WOCBP who
             agrees to use contraception during the treatment period and for ≥120 days (3 months)
             after the last dose of pembrolizumab and 180 days (6 months) after the last dose of
             olaparib.

          -  Has adequate organ function

        Exclusion Criteria:

          -  Has a known additional malignancy that is progressing or has required active treatment
             in the last 3 years. Participants with basal cell carcinoma of the skin, squamous cell
             carcinoma of the skin, ductal carcinoma in situ, or cervical carcinoma in situ that
             has undergone potentially curative therapy are not excluded.

          -  Has a history of non-infectious pneumonitis/interstitial lung disease that required
             treatment with steroids or currently has pneumonitis/interstitial lung disease.

          -  Has myelodysplastic syndrome (MDS)/acute myeloid leukemia (AML) or with features
             suggestive of MDS/AML.

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

          -  Has an active infection requiring systemic therapy.

          -  Has active tuberculosis (Bacillus tuberculosis [TB]).

          -  Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy
             (dosing >10 mg daily of prednisone equivalent) or any other form of immunosuppressive
             therapy within 7 days prior to the first dose of study treatment.

          -  Has an 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).

          -  Has received colony-stimulating factors (e.g. granulocyte colony-stimulating factor
             [G-CSF], granulocyte-macrophage colony-stimulating factor [GM-CSF] or recombinant
             erythropoietin) within 28 days prior to the first dose of study treatment.

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

          -  Has known active hepatitis B or hepatitis C.

          -  Is unable to swallow orally administered medication or has a gastrointestinal (GI)
             disorder affecting absorption (e.g. gastrectomy, partial bowel obstruction,
             malabsorption).

          -  Has received prior therapy with an anti-programmed death-1 (anti-PD-1),
             anti-programmed death-ligand 1 (anti-PD-L1), or anti-programmed death-ligand 2
             (anti-PD-L2) agent or with an agent directed to another stimulatory or co-inhibitory
             T-cell receptor (e.g. cytotoxic T-lymphocyte-associated protein 4 [CTLA-4], OX 40
             [Tumor necrosis factor receptor superfamily, member 4 (TNFRSF4)], CD137 [tumor
             necrosis factor receptor superfamily member 9 (TNFRSF9)]).

          -  Has received prior therapy with olaparib or with any other polyadenosine 5'
             diphosphoribose (poly[ADP ribose]) polymerization (PARP) inhibitor.

          -  Has received prior systemic anti-cancer therapy including investigational agents
             within 4 weeks prior to administration of study treatment.

          -  Must have recovered from all adverse events (AEs) due to previous therapies, excluding
             alopecia, to ≤Grade 1 or Baseline.

          -  Has a known hypersensitivity to the study treatments and/or any of their excipients.

          -  Is currently receiving either strong inhibitors of cytochrome P450 (CYP)3A4 (e.g.
             itraconazole, telithromycin, clarithromycin, protease inhibitors boosted with
             ritonavir or cobicistat, indinavir, saquinavir, nelfinavir, boceprevir, telaprevir) or
             moderate inhibitors of CYP3A4 (e.g. ciprofloxacin, erythromycin, diltiazem,
             fluconazole, verapamil) that cannot be discontinued for the duration of the study. The
             required washout period prior to starting olaparib is 2 weeks.

          -  Is currently receiving either strong inducers of CYP3A4 (phenobarbital, enzalutamide,
             phenytoin, rifampicin, rifabutin, rifapentine, carbamazepine, nevirapine and St John's
             Wort) or moderate inducers of CYP3A4 (e.g. bosentan, efavirenz, modafinil) that cannot
             be discontinued for the duration of the study. The required washout period prior to
             starting olaparib is 5 weeks for phenobarbital and 3 weeks for other agents.

          -  Has received previous allogenic bone-marrow transplant or double umbilical cord
             transplantation (dUCBT).

          -  Has received a whole blood transfusion in the last 120 days prior to entry to the
             study.

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

          -  Is currently enrolled in and receiving study therapy, was enrolled in a study of an
             investigational agent and received study therapy or used an investigational device
             within 4 weeks (28 days) of the first dose of study treatment.

          -  The presence of uncontrolled, potentially reversible cardiac conditions, as judged by
             the investigator (e.g. unstable ischemia, uncontrolled symptomatic arrhythmia,
             congestive heart failure, corrected QT interval by Fredericia [QTcF] prolongation >500
             msec, electrolyte disturbances), or participant has congenital long QT syndrome.

          -  Has either had major surgery within 2 weeks of starting study treatment or has not
             recovered from any effects of any major surgery.

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

          -  Has had an allogenic tissue/solid tumor organ transplant.