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.