Inclusion Criteria:

          -  Histologically confirmed diagnosis of persistent or recurrent high-risk, Non-muscle
             Invasive Bladder Cancer (HR-NMIBC) (carcinoma in situ [CIS]; Tumour in situ [Tis]),
             with or without papillary disease (T1, high-grade Ta) within 12 months of completion
             (last dose) of adequate Bacillus Calmette-Guerin (BCG) therapy. Mixed histology
             tumours are allowed if urothelial differentiation (transitional cell histology) is
             predominant (example, less than (<) 20 percent (%) variant histologic subtype).
             However, the presence of neuroendocrine, micropapillary, signet ring cell,
             plasmacytoid, or sarcomatoid features will make a participant ineligible. For
             participants with lamina propria invasion (T1) on the screening biopsy/ transurethral
             resection of bladder tumor (TURBT), muscularis propria must be present in order to
             rule out Muscle Invasive Bladder Cancer (MIBC)

          -  Visible papillary disease must be fully resected (absent) prior to randomization
             (residual CIS acceptable) and documented at screening cystoscopy

          -  Participants must be ineligible for or have elected not to undergo radical cystectomy

          -  BCG-unresponsive high-risk NMIBC after treatment with adequate BCG therapy defined as
             a minimum of 5 of 6 doses of an induction course (adequate induction) plus 2 of 3
             doses of a maintenance course, or 2 of 6 doses of a second induction course

          -  Eastern Cooperative Oncology Group (ECOG) performance status Grade 0, 1, or 2

        Exclusion Criteria:

          -  Histologically confirmed, muscle-invasive, locally advanced, nonresectable, or
             metastatic urothelial carcinoma (that is, T2, T3, T4, and/or Stage IV

          -  Must not have had urothelial carcinoma or histological variant at any site outside of
             the urinary bladder. Ta/T1/CIS of the upper urinary tract (including renal pelvis and
             ureter) is allowable if treated with complete nephrouretrectomy more than 24 months
             prior to initiating study

          -  Participants with an active, known or suspected autoimmune disease. Participants with
             autoimmune disorders not requiring systemic treatment (example, skin conditions such
             as vitiligo, psoriasis, alopecia) or conditions requiring hormonal replacement
             therapies such as type 1 diabetes mellitus or hypothyroidism are permitted to enroll

          -  Active hepatitis B or C infection (for example, participants with history of hepatitis
             C infection but undetectable hepatitis C virus polymerase chain reaction (PCR) test
             and participants with history of hepatitis B infection with positive hepatitis B
             surface antigen (HBsAg) antibody and undetectable PCR are allowed)

          -  Prior therapy with an anti-programmed cell death 1 (PD-1), anti-PD-ligand 2 (L2)
             agent, or with an agent directed to another co-inhibitory T-cell receptor