Dako has an FDA approved kit for PDL-1 as well.
So far pembrolizumab and nivolumab have only been FDA approved for melanoma (both), NSCLC (both), and RCC (nivolumab). Only using pembro for NSCLC requires the companion PDL-1 IHC diagnostic. While subgroup analyses have shown that nivo works better in NSCLC patients who overexpress PDL-1 (as one would expect), it's not required to prove overexpression of PDL-1 to administer Nivo at this point in time.
We have an onc that works with our group who is on the paid Merck lecture circuit and so prefers pembro. I don't send anything reflex (except breast markers), so when I get requests from him for his lung NSCLC patients and all the patients he's trying to get compassionate use exceptions for (breast, urothelial, etc.), I send the tissue off to LabCorp for the PDL-1 stain and interpret it myself (it's not worth our while to bring on the IHC at this point in time).