Inclusion Criteria:  Diagnosis of one of the following advanced (unresectable and/or metastatic) solid tumors, documented by histopathology or cytopathology:  HCC CRC (non-microsatellite instability-high [non-MSI-H]/deficient mismatch repair [dMMR]) PDAC BTC (includes intrahepatic, extrahepatic cholangiocarcinoma [CCA] and gall bladder cancer) Disease progression on or since the most recent treatment (does not apply to newly diagnosed unresectable or metastatic HCC). Measurable disease per RECIST v1.1 as assessed locally (by investigator) and verified by BICR. Submission of an archival tumor tissue sample or newly obtained core or excisional biopsy of a tumor lesion not previously irradiated. Male participants are abstinent from heterosexual intercourse or agree to follow contraceptive guidance during and for at least 7 days after last dose of study intervention with belzutifan and lenvatinib. Female participants are not pregnant or breastfeeding, not a woman of child-bearing potential (WOCBP), or is a WOCBP and agrees to follow contraceptive guidance during the intervention period and and for at least 120 days after the last dose of pembrolizumab or for at least 30 days after last dose of lenvatinib or belzutifan, whichever occurs last. Adequate organ function. Adequately controlled blood pressure with or without antihypertensive medications. HCC Specific Inclusion Criteria: No prior systemic chemotherapy, including anti-VEGF therapy, anti-programmed cell-death (PD-1)/PD-L1 or any systemic investigational anticancer agents for advanced/unresectable HCC (1L). CRC ([non-MSI-H/dMMR) Specific Inclusion Criteria: Received at least 2 prior lines of systemic therapy for unresectable or metastatic disease which includes fluoropyrimidine, irinotecan and oxaliplatin. PDAC Specific Inclusion Criteria: Prior therapy with at least 1 (platinum or gemcitabine containing regimen) but no more than 2 prior systemic therapies for unresectable or metastatic pancreatic cancer. BTC Specific Inclusion Criteria: Received at least 1 prior line of systemic therapy (containing gemcitabine or fluoropyrimidine) for unresectable or metastatic disease.  Exclusion Criteria:  Unable to swallow orally administered medication or presence of a gastrointestinal (GI) disorder that may affect study intervention absorption. History of a second malignancy that is progressing or has required active treatment within 3 years. Hypoxia (defined as a pulse oximeter reading <92% at rest), or requirement of intermittent supplemental oxygen/ chronic supplemental oxygen. Presence of central nervous system (CNS) metastases and/or carcinomatous meningitis. Clinically significant cardiovascular disease within 6 months of first dose of study intervention. Symptomatic pleural effusion, unless clinically stable after treatment. Preexisting ≥ Grade 3 GI or non-GI fistula. Moderate to severe hepatic impairment. Clinically significant history of bleeding within 3 months before screening. Presence of serious active nonhealing wound/ulcer/bone fracture. Requirement for hemodialysis or peritoneal dialysis. History of human immunodeficiency virus (HIV) infection. History of Hepatitis B or active Hepatis C virus infections, with exceptions for HCC and BTC. Prior therapy with an anti-programmed cell-death (PD-1), anti-PD-L1, anti-PD-L2 agent, lenvatinib or belzutifan. Radiographic evidence of intratumoral cavitation, or invasion/infiltration of a major blood vessel.