Inclusion Criteria:

          -  Has American Joint Committee on Cancer (AJCC) Stage IV, M1D melanoma

          -  Is neurologically asymptomatic from brain metastases and has not received systemic
             corticosteroid therapy in the 10 days prior to beginning study intervention

          -  Has not received more than 3 lines of therapy for metastatic melanoma

          -  Male participants are abstinent from heterosexual intercourse or agree to use
             contraception during the intervention period

          -  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 or pembrolizumab/quavonlimab,
             or 30 days after the last dose of lenvatinib, whichever occurs last

          -  Has adequate organ function

        Exclusion Criteria:

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

          -  Has current or history of known leptomeningeal involvement

          -  Has received stereotactic or highly conformal radiotherapy within 2 weeks before the
             start of dosing

          -  Has clinically significant hemoptysis or tumor bleeding within 2 weeks prior to the
             first dose of study drug

          -  Has untreated or unresolved intracranial hemorrhage from central nervous system (CNS)
             metastasis

          -  Has an active infection requiring systemic therapy

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

          -  Has ocular melanoma

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

          -  Has known history of immunodeficiency virus (HIV)

          -  Has known history of hepatitis B or known hepatitis C virus

          -  Has a history of (noninfectious) pneumonitis that required steroids or current
             pneumonitis

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

          -  Has a history of whole brain irradiation

          -  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 or live attenuated vaccine within 30 days prior to the first dose
             of study intervention

          -  Has had an allogeneic tissue/solid organ transplant