Participants with metastatic or locally advanced/unresectable urothelial cancer that has recurred or progressed following platinum-based chemotherapy will be randomly assigned to receive pembrolizumab or Investigator's choice of paclitaxel, docetaxel, or vinflunine. The primary study hypotheses are that pembrolizumab will prolong Overall Survival (OS) and Progression-free Survival (PFS) compared to paclitaxel, docetaxel, or vinflunine.