Inclusion Criteria:

          -  Has histologically- or cytologically-confirmed diagnosis of Stage IV squamous or
             nonsquamous NSCLC

          -  Participants with nonsquamous NSCLC who are not eligible for an approved targeted
             therapy

          -  Is able to provide archival tumor tissue sample collected either within 5 years or
             within the interval from completion of last treatment but before entering the
             screening period or newly obtained core or excisional biopsy of a tumor lesion not
             previously irradiated obtained within 90 days of treatment initiation

          -  Has not received prior systemic treatment for their metastatic NSCLC

          -  Is able to complete all screening procedures within the 35-day screening window

          -  Has adequate organ function within 10 days of initiation of study treatment

          -  Male participants must agree to use contraception and should refrain from donating
             sperm during the treatment period and for at least 120 days after the last dose of
             pembrolizumab and for at least 180 days after the last dose of chemotherapy

          -  Female participants must not be pregnant or breastfeeding, and at least one of the
             following conditions apply:

               1. Not a woman of childbearing potential (WOCBP), OR

               2. A WOCBP who agrees to use contraception during the treatment period and for at
                  least 120 days after the last dose of pembrolizumab and for at least 180 days
                  after the last dose of chemotherapy

        Exclusion Criteria:

          -  Has a diagnosis of small cell lung cancer

          -  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 before the first dose of study treatment

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

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

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

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

          -  Has an active infection requiring systemic therapy

          -  Has clinically significant cardiac disease, including unstable angina, acute
             myocardial infarction within 6 months from Day 1 of study treatment administration, or
             New York Heart Association Class III or IV congestive heart failure

          -  Has a known history of HIV infection

          -  Has a known history of Hepatitis B or known active Hepatitis C virus infection

          -  Has had major surgery <3 weeks before the first dose of study treatment

          -  Is expected to require any other form of antineoplastic therapy while on study

          -  Has symptomatic ascites or pleural effusion (if receiving pemetrexed; Alimta®, Eli
             Lilly)

          -  Has a history or current evidence of a gastrointestinal (GI) condition (e.g.
             inflammatory bowel disease, Crohn's disease, ulcerative colitis) or impaired liver
             function or diseases that in the opinion of the investigator may significantly alter
             the absorption or metabolism of oral medications

          -  Is getting chemotherapy and has clinically active diverticulitis, intra-abdominal
             abscess, GI obstruction, or peritoneal carcinomatosis

          -  Has pre-existing neuropathy that is moderate in intensity

          -  Has received prior systemic cytotoxic chemotherapy or other targeted or biological
             antineoplastic therapy for metastatic disease

          -  Has received prior therapy with an anti-programmed cell death-1 (PD-1),
             anti-programmed cell death-ligand 1 (PD-L1), or anti-PD-L2 agent or prior therapy
             targeting other immunoregulatory receptors or mechanisms

          -  Is currently receiving either strong or moderate inhibitors of cytochrome P450 3A4
             (CYP3A4) or cytochrome P450 2C8 (CYP2C8) that cannot be discontinued for the duration
             of the study

          -  Is currently receiving strong or moderate inducers of CYP3A4 or CYP2C8 that cannot be
             discontinued for the duration of the study

          -  Is unable to interrupt aspirin or other non-steroidal anti-inflammatory drugs
             (NSAIDs), other than aspirin dose less than or equal to 1.3 gm/day for a 5-day period
             (8-day period for long acting agents such as peroxicam), for participants who will
             receive pemetrexed

          -  Is unable or unwilling to take folic acid or vitamin B12 supplementation, for
             participants who will receive pemetrexed

          -  Has a known sensitivity to any component of carboplatin, paclitaxel, pemetrexed or any
             of their excipients

          -  Has received prior radiation therapy to the lung that is >30 Gray (Gy) within 6 months
             of the first dose of study treatment

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

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

          -  Has had chemotherapy or biological cancer therapy within 4 weeks before the first dose
             of study treatment or has not recovered to Common Terminology Criteria for Adverse
             Events (CTCAE) Grade 1 or better from the AEs due to cancer therapeutics administered
             more than 4 weeks before the first dose of study treatment (including participants who
             had previous immunomodulatory therapy with residual irAEs)

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

          -  Previously had a severe hypersensitivity reaction to treatment with monoclonal
             antibodies (including pembrolizumab) and/or any of their excipients

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

          -  Has had an allogenic tissue/solid organ transplant