Efficacy Comparison of Cobolimab + Dostarlimab + Docetaxel to Dostarlimab + Docetaxel to Docetaxel Alone in Participants With Advanced Non-small Cell Lung Cancer Who Have Progressed on Prior Anti-PD-(L)1 Therapy and Chemotherapy

Inclusion Criteria: * Participant has histologically or cytologically proven advanced or metastatic NSCLC and only squamous or non-squamous cell carcinoma. * Participant has received no more than 2 prior lines of therapy for advanced or metastatic disease, which must only include a platinum based (e.g., cisplatin, carboplatin) doublet chemotherapy regimen and an anti-PD-1 or an anti-PD-(L)1 antibody. * Participant has measurable disease. * Participant has documented radiographic disease progression on prior platinum based chemotherapy and on or after prior anti-PD-(L)1 therapy. * Participant agrees to submit an archival formalin-fixed paraffin-embedded (FFPE) tumor tissue specimen that was collected on or after diagnosis of metastatic disease. If archival tissue is not available, the participant must undergo biopsy prior to study entry. * Participant has an ECOG performance status score of 0 or 1. * Participant has a life expectancy of at least 3 months. * Participant has adequate Baseline organ function. * Participant has recovered from any prior treatment related toxicities. * Participant agrees to use contraception. Exclusion Criteria: * Participant has been previously treated with an anti-PD-\[L\]1 or anti-programmed death-ligand 2 (anti-PD-\[L\]2) agent that resulted in permanent discontinuation due to an AE. * Participant has been previously treated with an anti-T cell immunoglobulin and mucin domain containing 3 (anti-TIM-3) or anti-cytotoxic T lymphocyte associated protein 4 (CTLA 4) agent or docetaxel. * Participant has a documented sensitizing epidermal growth factor receptor (EGFR), anaplastic lymphoma kinase (ALK), or c-ros oncogene 1 (ROS-1) mutation. Participants whose tumors have not been tested for these driver mutations and therefore who have unknown driver mutation status are not eligible. Participants with squamous histology do not need to be tested for these driver mutations. * Participant had radiological or clinical disease progression (i.e., worsening performance status, clinical symptoms, and laboratory data) \<=8 weeks after initiation of prior anti-programmed cell death protein 1 (anti-PD-1) or anti-PD-L1 antibody. The clinical disease progression should have been confirmed by a subsequent radiological scan. * Participant has received radiation to the lung that is \>30 gray (Gy) within 6 months prior to the first dose of study treatment. * Participant has completed palliative radiotherapy within 7 days prior to the first dose of study treatment. * Participant is ineligible if any of the following hepatic characteristics are present: a. Alanine aminotransferase (ALT) \>2.5 times upper limit normal (ULN) b. ALT and/or aspartate aminotransferase (AST) \>1.5 times ULN concomitant with alkaline phosphatase (ALP) \>2.5 times ULN; c. Bilirubin \>1 times ULN; d. Current active liver or biliary disease (with the exception of Gilbert's syndrome or asymptomatic gallstones, liver metastases, or otherwise stable chronic liver disease per the Investigator's assessment). * Participant has known new or progressive brain metastases and/or leptomeningeal metastases. Participants who have received prior therapy for their brain metastases and have radiographically stable central nervous system disease may participate, provided they are neurologically stable for at least 4 weeks before study entry and are off corticosteroids within 3 days prior to the first dose of study treatment. * Participant has tested positive for the following at Screening or within 3 months before the first dose of study treatment: a. Presence of hepatitis B surface antigen. b. Presence of hepatitis C antibody in the absence of a ribonucleic acid (RNA) test for hepatitis C virus. If a confirmatory RNA test is available, a positive test result will exclude a participant, while a negative test result (indicating absence of active infection) will allow the participant to enter into the study. * Participant has known human immunodeficiency virus (HIV) (positive for HIV 1 or HIV 2 antibodies). * Participant has active autoimmune disease that required systemic treatment in the past 2 years, is immunocompromised in the opinion of the Investigator, or is receiving systemic immunosuppressive treatment. * Participant has symptomatic ascites or pleural effusion. A participant who is clinically stable following treatment of these conditions (including therapeutic thoracentesis or paracentesis) is eligible. * Participant has current interstitial lung disease, current pneumonitis, or a history of pneumonitis that required the use of glucocorticoids to assist with management. * Participant has pre-existing peripheral neuropathy that is Grade \>=2 by National Cancer Institute-Common Terminology Criteria for Adverse Events (NCI-CTCAE) version 5.0 criteria. * Participant has received a live vaccine within 30 days of the first dose of study treatment. Seasonal flu vaccines that do not contain live virus and Coronavirus Disease 2019 (COVID-19) vaccines. * Participant is unable to interrupt aspirin or other non-steroidal anti-inflammatory drugs (NSAIDs) for undergoing a biopsy procedure (in cases when a participant does not have an archival biopsy), other than an aspirin dose \<=1.3 grams (g) per day, for a 5-day period (8-day) period for long-acting agents, such as piroxicam).