Brentuximab Vedotin With or Without Nivolumab in Treating Patients With Relapsed or Refractory CD30+ Lymphoma

OUTLINE: ARM A (CLOSED TO ACCRUAL): Patients receive brentuximab vedotin intravenously (IV) over 30 minutes on days 1, 8, and 15. Treatment repeats every 28 days for up to 4 courses in the absence of disease progression or unacceptable toxicity. ARM B: Patients receive brentuximab vedotin IV over 30 minutes and nivolumab IV over 30-60 minutes on day 1. Treatment repeats every 21 days for up to 4 courses in the absence of disease progression or unacceptable toxicity. After completion of study treatment, patients are followed up at 3-5 weeks, every 3 months for 1 year, and then every 6 months for 4 years.