Substudy 06E: Umbrella Study of Combination Therapies in Esophageal Cancer (MK-3475-06E/KEYMAKER-U06)

Inclusion Criteria The main inclusion criteria include but are not limited to the following: * Has histologically or cytologically confirmed diagnosis of locally advanced unresectable or metastatic squamous cell carcinoma of the esophagus in first-line (1L) setting. * Has measurable disease per RECIST 1.1 as assessed by the local site. investigator or designee/radiology assessment and verified by BICR. Lesions situated in a previously irradiated area are considered measurable if progression has been shown in such lesions. * Has had AEs due to previous anticancer therapies that have recovered to ≤Grade 1 or baseline. Endocrine-related AEs that are adequately treated with hormone replacement are elegible. * Human immunodeficiency virus (HIV)-infected participants must have well controlled HIV on antiretroviral therapy (ART). * Has Eastern Cooperative Oncology Group (ECOG) performance status of 0 to 1. * Has adequate organ function. Exclusion Criteria The main exclusion criteria include but are not limited to the following: * Has had systemic anticancer therapy for locally advanced unresectable or metastatic esophageal cancer. * Has tumor invasion into organs located adjacent to the esophageal disease site (eg, aorta or respiratory tract) at an increased risk of fistula. * Has uncontrollable pleural effusion, pericardial effusion, or ascites requiring frequent drainage or medical intervention. * Has clinically significant corneal disease, history of documented severe dry eye syndrome, severe Meibomian gland disease and/or blepharitis, or severe corneal disease that prevents/delays corneal healing. * HIV-infected participants with a history of Kaposi's sarcoma and/or Multicentric Castleman's Disease. * Has received prior therapy with an anti-programmed cell death 1 protein (PD-1), anti-programmed cell death ligand 1 (PD-L1), or anti-programmed cell death ligand 2 (PD-L2) agent, or with an agent directed to another stimulatory or coinhibitory T-cell receptor. * Has received prior systemic anticancer therapy including investigational agents within 4 weeks before the first dose of study intervention. * Has received prior radiotherapy within 2 weeks of start of study intervention, or has radiation-related toxicities, requiring corticosteroids. * Has received a live or live-attenuated vaccine within 30 days before the first dose of study intervention. Administration of killed vaccines is allowed. * Has inadequate cardiac function assessed as by a corrected QT interval by Fredericia (QTcF) value ≥470 msec. * Has clinically significant cardiovascular disease within 6 months from first dose of study intervention, including New York Heart Association Class III or IV congestive heart failure, unstable angina, myocardial infarction, cerebral vascular accident, or cardiac arrhythmia associated with hemodynamic instability. * Has peripheral neuropathy ≥ Grade 2. * Has diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy (in dosing exceeding 10 mg daily of prednisone equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of study intervention. * Has known additional malignancy that is progressing or has required active treatment within the past 3 years. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. * Has active autoimmune disease that has required systemic treatment in the past 2 years. * Has had a history of interstitial lung disease (ILD)/pneumonitis irrespective of steroid use (except for a history of radiation pneumonitis that did not require steroids), has a current diagnosis of ILD, or has clinical or radiographic suspicion of ILD for which the diagnosis of ILD cannot be ruled out. * Has active infection requiring systemic therapy. * Has clinically severe pulmonary compromise resulting from intercurrent pulmonary illnesses, including, but not limited to, any underlying pulmonary disorder.