Inclusion Criteria:

   - Life expectancy of at least 3 months

   - Histologically- or cytologically-confirmed diagnosis of NSCLC that is anti-programmed
   cell death ligand 1 (PD-L1) positive per central laboratory review

   - At least one bi-dimensional measurable lesion

   - Radiographic progression after treatment with at least 2 cycles of a
   platinum-containing doublet

   - Eastern Cooperative Oncology Group (ECOG) Performance Status of 0 or 1

Exclusion Criteria:

   - Prior therapy with docetaxel for NSCLC

   - Receiving systemic steroid therapy within 3 days prior to the first dose of study
   treatment or receiving any other form of immunosuppressive medication

   - Currently participating or has participated in a study using an investigational
   antineoplastic agent or device within 30 days of first dose

   - Expected to require any other form of systemic or localized antineoplastic therapy
   while on trial

   - History of allogeneic tissue/solid organ transplant

   - Prior systemic cytotoxic chemotherapy, antineoplastic biological therapy (e.g.,
   cetuximab), major surgery within 3 weeks of the first dose of study drug; received
   thoracic radiation therapy of >30 Gy within 6 months of the first dose of study drug;
   received prior tyrosine kinase inhibitor therapy or completed palliative radiotherapy
   within 7 days of the first dose of study drug

   - Prior therapy with an anti-programmed cell death (PD)-1, anti-PD-L1, anti-PD-L2,
   anti-tumor necrosis factor CD137, or anti-cytotoxic T-lymphocyte-associated antigen-4
   (CTLA-4) antibody (including ipilimumab or any other antibody or drug specifically
   targeting T-cell co-stimulation or checkpoint pathways), or took part in another
   pembrolizumab trial

   - Known history of prior malignancy, with the exception of basal cell carcinoma of the
   skin, superficial bladder cancer, squamous cell carcinoma of the skin, or in situ
   cervical cancer, and has undergone potentially curative therapy with no evidence of
   that disease recurrence for 5 years since initiation of that therapy

   - Known active central nervous system (CNS) metastases and/or carcinomatous meningitis

   - Active autoimmune disease, or a documented history of autoimmune disease, or a
   syndrome that requires systemic steroids or immunosuppressive agents

   - Interstitial lung disease, or history of pneumonitis requiring systemic steroids for
   treatment

   - Known history or active human immunodeficiency virus (HIV), hepatitis B, or hepatitis
   C

   - Pregnant or breastfeeding, or expecting to conceive or father children within the
   projected duration of the trial through 120 days after last dose of pembrolizumab or
   180 days after last dose of docetaxel