Researchers are looking for new ways to treat people with solid tumors, lymphomas (blood cancers), and a certain type of skin cancer. The goals of this study are to learn:
* About the safety of pembrolizumab (the study medicine) and if people tolerate it * What happens to different doses of pembrolizumab in a person's body over time * How the cancer responds (gets smaller or goes away) to treatment
For participants with relapsed or refractory classical Hodgkin lymphoma (cHL) or primary mediastinal large B-cell lymphoma (PMBCL)
Has a confirmed diagnosis of relapsed or refractory cHL or PMBCL after the most recent therapy
Has radiographically measurable disease per Lugano classification
Has surgically completely resected and histologically/pathologically confirmed diagnosis of Stage IIB, IIC, III or IV cutaneous melanoma
Has known additional malignancy that is progressing or has required active treatment
Has known active (central nervous system) CNS metastases and/or carcinomatous meningitis
Has active autoimmune disease that has required systemic treatment in past 2 years
Has history of (noninfectious) pneumonitis/interstitial lung disease that required steroids or has current pneumonitis/interstitial lung disease