Inclusion Criteria  Has a histologically confirmed diagnosis of unresectable, locally advanced or metastatic clear cell renal cell carcinoma (RCC). Has measurable disease per RECIST 1.1. Has adequate organ function. Has adequately controlled blood pressure (BP). If participants received major surgery or radiation therapy of >30 Gy, they must have recovered from the toxicity and/or complications from the intervention. Has resolution of the toxic effect(s) of the most recent prior therapy. Participants receiving bone resorptive therapy must have therapy initiated at least 2 weeks prior to allocation. Is Chinese descent, defined as both biological parents and all biological grandparents are of Chinese descent.  Male Participants:  - Must be willing to use an adequate method of contraception.  Female Participants:  - Must be a woman of non-childbearing potential (WONCBP) or have a negative urine or serum pregnancy test and must be willing to use an adequate method of contraception.  For Belzutifan + Lenvatinib treatment:  Has progressed on or after having received systemic treatment for locally advanced or metastatic RCC. Has no more than 3 prior systemic regimens for locally advanced or metastatic RCC.  For Belzutifan + Lenvatinib + Pembrolizumab treatment:  - Has received no prior systemic therapy for advanced RCC.  Exclusion Criteria  Is a woman of childbearing potential (WOCBP) who has a positive urine pregnancy test within 24 hours prior to first dose of study intervention. Has any of the following: A pulse oximeter reading <92%, or requires intermittent supplemental oxygen, or requires chronic supplemental oxygen. Has a known additional malignancy that is progressing or has required active treatment within the past 3 years. Has known central nervous system (CNS) metastases and/or carcinomatous meningitis. Has clinically significant cardiac disease. Has symptomatic pleural effusion. Has a history of inflammatory bowel disease. Has preexisting ≥Grade 3 gastrointestinal or non-gastrointestinal fistula. Has clinically significant hematuria, hematemesis or hemoptysis of red blood, or other history of significant bleeding within 3 months before administration of the first dose of study intervention. Has other clinically significant disorders such as: A serious active non-healing wound/ulcer/bone fracture, requirement for hemodialysis or peritoneal dialysis or a history of allogenic tissue/solid organ transplantation. Received colony-stimulating factors, granulocyte macrophage colony-stimulating factor (GMCSF) or recombinant EPO within 28 days prior to the first dose of study intervention. Has a known psychiatric or substance abuse disorder that would interfere with cooperation with the requirements of the study. Is unable to swallow orally administered medication or has a gastrointestinal disorder affecting absorption. Has received prior treatment with belzutifan. Has received prior treatment with lenvatinib. Has received any type of systemic anticancer antibody (including investigational antibody) ≤28 days prior to allocation. Have received / be receiving any traditional Chinese medicines or herbal supplements. Has received prior radiotherapy within 2 weeks prior to first dose of study intervention. Participants must have recovered from all radiation-related toxicities and not require corticosteroids. Is receiving concomitant treatment, in therapeutic doses, with anticoagulants. Is receiving chronic systemic steroids therapy (at doses >10 mg daily of prednisone or equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of study intervention. Is currently participating in a study of an investigational agent or is currently using an investigational device. Has an active infection requiring systemic therapy. Has a known history of Human Immunodeficiency Virus (HIV) infection. Has a known history of Hepatitis B or known active Hepatitis C virus infection. Has a known history of active tuberculosis. Has radiographic evidence of intratumoral cavitation, encasement or invasion of a major blood vessel. Has known hypersensitivity or allergy to the active pharmaceutical ingredient or any component of the study intervention (belzutifan or lenvatinib) formulations. Has had major surgery within 4 weeks prior to first dose of study intervention.  For Belzutifan + Lenvatinib + Pembrolizumab treatment:  Has a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis. Has a history of hypersensitivity reaction to the active pharmaceutical ingredient or any component of pembrolizumab or monoclonal antibody (mAb). Has an active autoimmune disease that has required systemic treatment in the past 2 years. Has received a live vaccine within 30 days prior to the first dose of study intervention.