A Study of Investigational Agents in Participants With Previously Treated Stage IV Nonsquamous Non-small Cell Lung Cancer (NSCLC) (MK-3475-01H/KEYMAKER-U01)

Inclusion Criteria: The main inclusion criteria include but are not limited to the following: * Histologically or cytologically confirmed diagnosis of Stage IV nonsquamous non-small cell lung cancer (NSCLC) * Documented disease progression per RECIST 1.1 after receiving an anti-programmed cell death 1 protein (PD-1)/programmed cell death ligand 1 (PD-L1) treatment and platinum-based chemotherapy * Confirmation per local test report that epidermal growth factor receptor negative (EGFR-), anaplastic lymphoma kinase negative (ALK-), c ros oncogene 1 negative (ROS1-), or other directed therapy is not indicated as primary therapy * Measurable disease per RECIST 1.1 as assessed by investigator and verified by BICR * Life expectancy of at least 3 months * An Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1 assessed within 7 days before randomization * Is an individual of any sex/gender who is at least 18 years of age at the time of providing the informed consent * Has adequate organ function * If capable of producing sperm refrains from donating sperm plus either abstains from penile-vaginal intercourse or uses a penile/external condom, with contraceptive use consistent with local regulations * Participant/participants of childbearing potential (POCBP) is not pregnant and has a negative highly sensitive pregnancy test; and is not breastfeeding and uses a highly effective contraceptive method * Archival tumor tissue sample of a tumor lesion not previously irradiated has been provided * Has provided tissue prior to treatment randomization from a newly obtained formalin-fixed sample from a new biopsy * Human Immunodeficiency Virus (HIV)-infected participants must have well controlled HIV on antiretroviral therapy (ART) * Participants who are hepatitis B surface antigen (HBsAg) positive have received hepatitis B virus (HBV) antiviral therapy for at least 4 weeks and have undetectable HBV viral load prior to randomization * Participants with history of hepatitis C virus (HCV) infection are eligible if HCV viral load is undetectable at screening Exclusion Criteria: The main exclusion criteria include but are not limited to the following: * Diagnosis of small cell lung cancer or, for mixed tumors, presence of small cell elements * Received radiation therapy to the lung * Has uncontrolled or significant cardiovascular disorder prior to randomization * Has clinically severe pulmonary compromise resulting from intercurrent pulmonary illnesses * Participants who have adverse events (AEs) (other than alopecia) due to previous anticancer therapies must have recovered to ≤Grade 1 or baseline * Has known severe hypersensitivity (≥Grade 3) to study intervention and/or any of its excipients * Has clinically significant corneal disease * Has received prior radiotherapy within 2 weeks of start of study intervention, or radiation related toxicities, requiring corticosteroids * Has inadequate washout period prior to randomization * Has received a live or live-attenuated vaccine within 30 days before the first dose of study intervention * Has diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy * Has previously received docetaxel as monotherapy or in combination with other therapies * Has received an investigational agent or has used an investigational device within 4 weeks prior to study intervention administration * Has known additional malignancy that is progressing or has required active treatment within the past 3 years * Has known untreated central nervous system (CNS) metastases and/or carcinomatous meningitis * Has evidence of any leptomeningeal disease * Has history of interstitial lung disease (ILD)/pneumonitis, current diagnosis of ILD, and/or suspected ILD * Has active autoimmune disease that has required systemic treatment in the past 2 years * Has active infection requiring systemic therapy * HIV-infected participants with a history of Kaposi's sarcoma and/or Multicentric Castleman's Disease * Has active inflammatory bowel disease requiring immunosuppressive medication or previous clear history of inflammatory bowel disease * Has known history of, or active, neurologic paraneoplastic syndrome * Has history of allogeneic tissue/solid organ transplant * Have not adequately recovered from major surgery or have ongoing surgical complications