The purpose of this study is to determine the efficacy and safety of pembrolizumab given concomitantly with chemoradiation (CRT) and as maintenance therapy versus placebo plus CRT in participants with locally advanced head and neck squamous cell carcinoma (LA HNSCC). The primary hypothesis is that pembrolizumab in combination with CRT is superior to placebo in combination with CRT with respect to event-free survival (EFS) per Response Evaluation Criteria in Solid Tumours (RECIST) version 1.1 by blinded independent central review (BICR).