This study is for subjects that have been diagnosed with cancer, as well as healthy research subjects. The purpose of this study is to evaluate the risk factors for development of immune related adverse side effects from cancer immunotherapy and to evaluate differences from healthy research subjects. Participation in the study will take about 2 visits over a period of 6 months.

This study is for patients that have been diagnosed with non-small cell lung cancer. The purpose of this study is to compare the usual treatment alone to using pembrolizumab plus the usual treatment. The investigational drug in this study is pembrolizumab. This drug, pembrolizumab is already approved by the FDA for use in patients with more advanced lung cancer. Participants can expect to be on treatment for up to a year. Participants will be followed for up to 10 years after completion of treatment.

This study is for patients that have been diagnosed with non-small cell lung cancer. The purpose of this study is to find out if a targeted immunotherapy treatment will have an effect on specific genes and proteins in tumors. This is a screening study in which a tumor sample will be submitted for testing. Based on results, the participant will be assigned to one of the treatment sub-studies.