Inclusion Criteria:

          -  Histologically documented classical Hodgkin lymphoma that is recurrent or refractory
             after standard chemotherapy. Core biopsies are acceptable if they contain adequate
             tissue for primary diagnosis and immunophenotyping. Bone marrow biopsies as the sole
             means of diagnosis are not acceptable. At least one biopsy-proven relapse is required
             for enrollment, but patients who have multiply relapsed disease do not require repeat
             biopsy if not clinically indicated

          -  Prior treatment: patients must have relapsed or progressed after at least one prior
             therapy

               -  Patients with relapsed or refractory disease following autologous stem cell
                  transplantation are permitted. Due to the risk of treatment-refractory graft
                  versus host disease (GVHD), patients who have previously completed an allogeneic
                  transplant are excluded.

               -  Patients may have received gemcitabine, bendamustine, or nivolumab in the past
                  but may not have discontinued therapy due to toxicity felt to be related to that
                  specific drug

          -  Eastern Cooperative Oncology Group (ECOG) performance status 0-2

          -  Measurable disease must be present either on physical examination or imaging studies.
             Non-measurable disease alone is not acceptable

               -  Measurable disease

                    -  Lesions that can be accurately measured in at least two dimensions as ≥ 1.0
                       x 1.0 cm by computerized tomography (CT), positron emission tomography
                       (PET)/CT (positron emission tomography/CT), or magnetic resonance imaging
                       (MRI).

                    -  If identified by PET/CT, there must be at least one lesion that demonstrates
                       abnormal fludeoxyglucose (FDG) avidity, consistent with active disease.
                       Ultrasound or physical examination alone may not be utilized to confirm
                       measurable disease

               -  Non-measurable disease

                    -  All other lesions, including small lesions (less than 1.0 x 1.0 cm) and
                       truly non-measurable lesions

                    -  Lesions that are considered non-measurable include the following:

                         -  Bone lesions (lesions if present should be noted)

                         -  Ascites

                         -  Pleural/pericardial effusion

                         -  Lymphangitis cutis/pulmonis

                         -  Bone marrow (involvement by Hodgkin lymphoma should be noted)

          -  Non-pregnant and non-nursing. Women and men of reproductive potential should agree to
             use an effective means of birth control

          -  Patients with human immunodeficiency virus (HIV) infection are eligible. Patients with
             HIV infection must meet the following: no evidence of co-infection with hepatitis B or
             C; cluster of differentiation 4+ (CD4+) count ≥ 400/mm; no evidence of resistant
             strains of HIV; on anti-HIV therapy with an HIV viral load < 50 copies HIV ribonucleic
             acid (RNA)/mL. Patients with HIV must have ongoing follow-up with an infectious
             disease specialist and must have been evaluated within 90 days of cycle 1 day 1

          -  Patients with a history of hepatitis C are eligible as long as the hepatitis C has
             been treated and cleared and they have no evidence of hepatic dysfunction related to
             hepatitis C. Patients must have been seen by a hepatologist within 6 months of cycle 1
             day 1

          -  Patients who test positive for hepatitis B core antibody may enroll on the study as
             long as they test negative for both hepatitis B surface antigen and hepatitis B
             deoxyribonucleic acid (DNA), and if they have no evidence of hepatic dysfunction that
             is felt to be related to hepatitis B

          -  Patients must have adequate pulmonary function, defined as the following:

               -  No history of drug-related, radiation-induced, or autoimmune pneumonitis
                  requiring hospital admission

               -  Baseline pulse oximetry reading of ≥ 92% on room air

               -  Patients with a history of asthma or chronic obstructive pulmonary disease (COPD)
                  must have no oxygen requirement, must have not had a hospital admission for
                  COPD/asthma exacerbation within the past 2 years, and must not have received
                  systemic steroids (≥ 10 mg prednisone for more than 7 days) for asthma/COPD
                  within the past 2 years

          -  Patients with hypothyroidism or type 1 diabetes mellitus that are on chronic hormonal
             therapy and which are well-controlled are eligible

          -  Granulocytes ≥ 1000/µl

          -  Platelet count ≥ 75,000/µl

          -  Creatinine clearance ≥ 50 mL/min

          -  Bilirubin ≤ 2.0 mg/dL

          -  Aspartate aminotransferase (AST)/alanine aminotransferase (ALT) ≤ 2.0 x upper limits
             of normal

        Exclusion Criteria:

          -  Due to the teratogenic potential of these agents, pregnant or nursing patients may not
             be enrolled

          -  Patients may not have an auto-immune disease requiring systemic immunosuppression,
             biologic therapy, and/or steroid use (≥ 10 mg daily of prednisone or equivalent)

          -  Patients with current or prior central nervous system (CNS) involvement with lymphoma
             are not eligible