Efficacy and Safety Study of Stereotactic Body Radiotherapy (SBRT) With or Without Pembrolizumab (MK-3475) in Adults With Unresected Stage I or II Non-Small Cell Lung Cancer (NSCLC) (MK-3475-867/KEYNOTE-867)

Inclusion Criteria: * Has previously untreated non-small cell lung cancer (NSCLC) diagnosed by histology or cytology and confirmed as Stage I or II (T1 to limited T3, N0, M0) NSCLC (American Joint Committee on Cancer, AJCC) by chest computed tomography (CT) and positron emission tomography (PET) scan. Participants with pericardium invasion, \>2 nodules or 2 nodules that cannot be treated in one field (\>2 cm apart and/or total planned target volume \[PTV\] \>163 cc) and diaphragm elevation suggestive of phrenic nerve invasion are excluded * Cannot undergo thoracic surgery due to existing medical illness(es) as determined by the site's multi-disciplinary tumor board. Medically operable participants who decide to treat with stereotactic body radiotherapy (SBRT) as definitive therapy rather than surgery are also eligible, if patient's unwillingness to undergo surgical resection is clearly documented * Has a Eastern Cooperative Oncology Group (ECOG) Performance Status of 0, 1, or 2 * Is able to receive SBRT and does not have an ultra-centrally located tumor * Has adequate organ function within 7 days prior to the start of study treatment * A female is eligible to participate if she is not pregnant, not breastfeeding, and at least one of the following conditions applies: a) not a women of childbearing potential (WOCBP) OR b) A WOCBP and uses contraceptive method that is highly effective (with a failure rate of \<1% per year), or be abstinent from heterosexual intercourse as their preferred and usual lifestyle (abstinent on a long-term and persistent basis), during the intervention period and for at least 120 days after the last dose of pembrolizumab/placebo and 180 days after the last radiotherapy dose * Male participants are eligible to participate if they agree to the following during the intervention period and for at least 90 days after the last dose of radiotherapy: refrain from donating sperm plus either be abstinent from heterosexual intercourse as their preferred and usual lifestyle (abstinent on a long-term and persistent basis) and agree to remain abstinent or must agree to use contraception per study protocol, unless confirmed to be azoospermic * Has a radiation therapy plan approved by the central radiation therapy quality assurance vendor Exclusion Criteria: * Has received prior therapy with an anti-programmed cell death-1 (anti-PD-1), anti-programmed cell death-ligand 1 (anti-PD-L1), or anti PD-L2 agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor (e.g. cytotoxic T-lymphocyte-associated antigen 4 \[CTLA-4\], tumor necrosis factor receptor superfamily member 4 \[OX-40\], tumor necrosis factor receptor superfamily member 9 \[CD137\]) * Has received prior radiotherapy to the thorax, including radiotherapy to the esophagus, mediastinum, or breast * Has received a live vaccine within 30 days prior to the first dose of study intervention * Has received an investigational agent or has used an investigational device within 4 weeks prior to the first dose of study intervention administration * Has a 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 the first dose of study treatment * Has a known additional malignancy that is progressing or has required active treatment within the past 3 years. A prior NSCLC that occurred and was treated curatively at least 2 years prior to the date of the current diagnosis would be considered a separate primary lung cancer, and therefore an additional malignancy. Note: Participants with basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ (e.g. breast c carcinoma, cervical cancer in situ) that have undergone potentially curative therapy are not excluded. * Has a known hypersensitivity (≥Grade 3) to pembrolizumab and/or any of its excipients * Has a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis * Has a known history of Hepatitis B or known active Hepatitis C virus infection * Has an active autoimmune disease that has required systemic treatment in past 2 years, except replacement therapy * Has an active infection requiring systemic therapy * Has a known history of human immunodeficiency virus (HIV) infection * Has a known history of active tuberculosis (TB; Bacillus tuberculosis) * Is pregnant or breastfeeding or expecting to conceive or father children within the projected duration of the study, starting with the screening visit through 120 days after the last dose of pembrolizumab/placebo and 180 days after the last radiotherapy dose * Have not adequately recovered from major surgery or have ongoing surgical complications * Has had an allogenic tissue/solid organ transplant