⁃ \- Histologically or cytologically-documented, advanced solid tumor of one of the following types:

• Anal Squamous Cell Carcinoma

• Biliary Adenocarcinoma (gallbladder or biliary tree (intrahepatic or extrahepatic cholangiocarcinoma) except Ampulla of Vater cancers)

• Neuroendocrine Tumors (well- and moderately-differentiated) of the lung, appendix, small intestine, colon, rectum, or pancreas

• Endometrial Carcinoma (sarcomas and mesenchymal tumors are excluded)

• Cervical Squamous Cell Carcinoma

• Vulvar Squamous Cell Carcinoma

• Small Cell Lung Carcinoma

• Mesothelioma

• Thyroid Carcinoma

• Salivary Gland Carcinoma (sarcomas and mesenchymal tumors are excluded)

• Any advanced solid tumor, with the exception of colorectal carcinoma (CRC), which is Microsatellite Instability (MSI)-High (MSI-H) OR

• Any advanced solid tumor (including Colorectal Carcinoma \[CRC\]) which is Mismatch Repair Deficient (dMMR)/MSI-H in participants from mainland China who are of Chinese descent. (CRC participants will have a histologically proven locally advanced unresectable or metastatic CRC which is dMMR/MSI-H that has received 2 prior lines of therapy) OR

• Any advanced solid tumor that has failed at least one line of therapy and is TMB-H (≥10 mut/Mb, F1CDx assay), excluding dMMR/MSI-H tumors.

⁃ Note: For participants to be eligible for enrollment they must have failed at least one line of standard of care systemic therapy (ie, not treatment naïve), with the exception of CRC participants who must have failed at least 2 lines of standard of care systemic therapy, as per CRC specific eligibility criteria. Participants must not have melanoma or NSCLC.

• Progression of tumor or intolerance to therapies known to provide clinical benefit. There is no limit to the number of prior treatment regimens

• Can supply tumor tissue for study analyses (dependent on tumor type)

• Radiologically-measurable disease

• Performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Scale within 3 days prior to first dose of pembrolizumab

• Life expectancy of at least 3 months

• Adequate organ function

• Female participants of childbearing potential must be willing to use adequate contraception during the intervention period and for at least the time needed to eliminate each study intervention after the last dose of study intervention. and agrees not to donate eggs (ova, oocytes) to others or freeze/store for her own use for the purpose of reproduction during this period. The length of time required to continue contraception for each study intervention is as follows: MK-3475 (120 days)