Inclusion Criteria:  Participants must have a Body Mass Index (BMI) ) ≥30 and ≤50 kilograms per square meter (kg/m²), or ≥27 kg/m² and <30 kg/m², with at least one of the following comorbidities: hypertension, dyslipidemia, cardiovascular disease Participants must be willing to learn how to self-inject study drug or receive an injection from a trained individual if visually impaired or with physical limitations, and follow study procedures for the duration of the study, including, but not limited to, follow lifestyle advice (for example, dietary changes and physical activity plan), maintain a study drug administration log, and complete required questionnaires  Exclusion Criteria:  Participants must not have type 1 or type 2 diabetes mellitus Participants must not have had an increase or decrease in body weight > more than 5 kg (11 pounds) within the past 3 months Participants must not have had surgery for obesity or plan to have such surgery during the study Participants must not be using medications that promote weight loss or cause weight gain Participants must not drink excessive amounts of alcohol (more than 14 units a week for women or more than 21 units a week for men) Participants must not have used marijuana within the last 3 months. Participants must not have heart attack, stroke, or hospitalization for congestive heart failure in the past 3 months Participants must not have active cancer within the last 5 years Participants must not have uncontrolled high blood pressure Participants must not have liver disease other than non-alcoholic fatty liver disease Participants must not have renal impairment with estimated glomerular filtration rate (eGFR) <45 mL/min/1.73 m2 Participants must not have a history of acute or chronic pancreatitis symptomatic gallbladder disease or documented human immunodeficiency virus infection Participants must not have a major problem with depression or other mental illness within the last 2 years Participants must not have family or personal history of multiple endocrine neoplasia type 2 or medullary thyroid carcinoma (family is defined as a first degree relative) Female participants must not be pregnant, breast-feeding, or intend to become pregnant or of childbearing potential and not using adequate contraceptive method (adequate contraceptive measures as required by local regulation or practice)