Inclusion Criteria:

          -  Has histologically or cytologically confirmed melanoma

          -  Has unresectable Stage III or Stage IV melanoma, not amenable to local therapy

          -  Has been untreated for advanced disease

          -  Has provided a tumor biopsy

          -  Male participants are abstinent from heterosexual intercourse or agree to use
             contraception during the intervention period and for at least 7 days after the last
             dose of lenvatinib; 7 days after lenvatinib is stopped, if participants are on
             pembrolizumab, pembrolizumab/quavonlimab, vibostolimab or a combination of the
             aforementioned drugs, no additional male contraception measures are needed

          -  Female participants are not pregnant or breastfeeding and are either not a woman of
             child-bearing potential (WOCBP) OR use a contraceptive method that is highly effective
             or are abstinent from heterosexual intercourse during the intervention period and for
             at least 120 days after the last dose of pembrolizumab, pembrolizumab/quavonlimab,
             vibostolimab, or 30 days after the last dose of lenvatinib, whichever occurs last

          -  Has adequate organ function

          -  Has resolution of toxic effect(s) of the most recent prior therapy to Grade 1 or less
             (except alopecia and Grade 2 neuropathy)

        Exclusion Criteria:

          -  Has a diagnosis of immunodeficiency or is receiving immunosuppressive therapy within 7
             days before the first dose of study intervention

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

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

          -  Has ocular or mucosal melanoma

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

          -  Has an active infection requiring systemic therapy

          -  Has known history of human immunodeficiency virus (HIV)

          -  Has known history of hepatitis B

          -  Has a history of (noninfectious) pneumonitis

          -  Has a history of active tuberculosis (TB)

          -  Has received prior systemic anticancer therapy within 4 weeks prior to randomization

          -  Has received prior radiotherapy within 2 weeks of first dose of study intervention

          -  Has had major surgery <3 weeks prior to first dose of study intervention

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

          -  Has participated in a study of an investigational agent within 4 weeks prior to the
             first dose of study intervention

          -  Has had an allogeneic tissue/solid organ transplant

          -  Has a known psychiatric or substance abuse disorder that would interfere with
             requirements of the study