A Study to Evaluate Investigational Agents With or Without Pembrolizumab (MK-3475) in Participants With Advanced Esophageal Cancer Previously Exposed to Programmed Cell Death 1 Protein (PD-1)/ Programmed Cell Death Ligand 1 (PD-L1) Treatment (MK-3475-06B)

This is a Phase 1/2, multicenter, randomized, open-label umbrella platform study to evaluate the safety and efficacy of investigational agents with or without pembrolizumab and/or chemotherapy, for the treatment of participants with second line (2L) esophageal squamous cell carcinoma (ESCC) who have previously been exposed to PD-1/PD-L1 based treatment.

The master protocol is MK-3475-U06.

As of Protocol Amendment 5, the Pembrolizumab Plus MK-4830 Plus Paclitaxel/Irinotecan arm and the Pembrolizumab Plus MK-4830 Plus Lenvatinib arm are no longer actively enrolling participants.

Eligibility Criteria:
The main inclusion and exclusion criteria include but are not limited to the following:

Inclusion Criteria:

* Histologically or cytologically confirmed diagnosis of metastatic or locally advanced unresectable esophageal squamous cell carcinoma (ESCC)
* Has experienced investigator documented radiographic or clinical disease progression on one prior line of standard therapy, that includes a platinum agent and previous exposure to an anti-programmed cell death 1 (PD1)/programmed cell death ligand 1 (PD-L1) based therapy
* Has an evaluable baseline tumor sample (newly obtained or archival) for analysis
* Has adequately controlled blood pressure (BP) with or without antihypertensive medications
* Participants who have adverse events (AEs) due to previous anticancer therapies must have recovered to ≤Grade 1 or baseline. Participants with endocrine-related AEs who are adequately treated with hormone replacement or participants who have ≤Grade 2 neuropathy are eligible

Exclusion Criteria:

* Direct invasion into adjacent organs such as the aorta or trachea
* Has experienced weight loss \>10% over approximately 2 months prior to first dose of study therapy
* Has history of documented severe dry eye syndrome, severe Meibomian gland disease and/or blepharitis, or corneal disease that prevents/delays corneal healing
* Has active inflammatory bowel disease requiring immunosuppressive medication or previous history of inflammatory bowel disease
* Currently participating in or has participated in a study of an investigational agent or has used an investigational device within 4 weeks before the first dose of study intervention
* Diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of study medication
* Known additional malignancy that is progressing or has required active treatment within the past 3 years, except basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ that has undergone potentially curative therapy
* Known active central nervous system (CNS) metastases and/or carcinomatous meningitis
* Active autoimmune disease that has required systemic treatment in past 2 years
* Participants with human immunodeficiency virus (HIV) with a history of Kaposi's sarcoma and/or Multicentric Castleman's Disease
* Concurrent active hepatitis B and hepatitis C virus infection
* History of allogenic tissue/solid organ transplant
* Clinically significant cardiovascular disease within 12 months from first dose of study intervention
* Known gastrointestinal (GI) malabsorption or any other condition that may affect the absorption of lenvatinib. (Not applicable to actively enrolling arms as of Amendment 5)
* Has risk for significant GI bleeding such as a serious nonhealing wound, peptic ulcer, or bone fracture within 28 days prior to allocation/randomization, significant bleeding disorders, vasculitis, or has had a significant bleeding episode from the GI tract within 12 weeks prior to allocation/randomization. (Not applicable to actively enrolling arms as of Amendment 5)