Inclusion Criteria:

1. Diagnosis of CD30+ classical Hodgkin lymphoma reconfirmed by histopathology. Note: where reconfirmation is not possible, patients will still be eligible where they have confirmation clearly documented in their medical records.
2. Relapsed or refractory disease after standard therapy including brentuximab vedotin (Adcetris®).
3. Completion of, if applicable, radiotherapy, chemotherapy, antibodies and immunoconjugates including brentuximab vedotin and/or another investigational drug which could interact with this trial not less than 4 weeks (or 5 half-lives of the drug, whichever occurs later) prior to first dose of study drug. Cessation of small molecule tyrosine kinase inhibitors must be at least 7 days prior to first dose of study drug.
4. Completion of, if applicable, an autologous stem cell transplantation (ASCT) at least 3 months prior to first dose of study drug.
5. Eastern Cooperative Oncology Group (ECOG) performance status (PS) <2.

Exclusion Criteria:

1. Is currently participating and receiving study therapy or has participated in a study of an investigational agent and received study therapy or used an investigational device within 4 weeks of the first dose of treatment.
2. Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent or if the patient has previously participated in MK-3475 clinical trials.
3. Has received a live-virus vaccination within 30 days of planned treatment start. Note: Seasonal flu vaccines that do not contain live virus are permitted.
4. Prior allogeneic stem cell transplantation (SCT).
5. Major surgery within 4 weeks prior to first dose of study drug.