The purpose of this study is to assess the safety and efficacy of pembrolizumab (MK-3475) combination therapy in patients with metastatic castrate resistant prostate cancer (mCRPC). There will be nine cohorts in this study: Cohort A will receive pembrolizumab + olaparib, Cohort B will receive pembrolizumab + docetaxel + prednisone, Cohort C will receive pembrolizumab + enzalutamide, Cohort D will receive pembrolizumab + abiraterone + prednisone Cohort E will receive pembrolizumab+lenvatinib, Cohort F will receive pembrolizumab+lenvatinib, Cohort G will receive pembrolizumab/vibostolimab coformulation (MK-7684A), Cohort H will receive pembrolizumab/vibostolimab coformulation, and Cohort I will receive pembrolizumab+carboplatin+etoposide in Arm 1 and carboplatin+etoposide in Arm 2. Outcome measures will be assessed individually for each cohort.