Women of child bearing potential (WOCBP) must have a negative serum or urine pregnancy test within days prior to randomization. The minimum sensitivity of the pregnancy test must be IU/L or equivalent units of HCG. Women of childbearing potential (WOCBP) only: Negative urine or serum pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG])\r\n* If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of nivolumab Women of childbearing potential (WOCPB) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours of starting study therapy Women of child bearing potential who are pregnant as evidenced by positive serum pregnancy test (minimum sensitivity IU/L or equivalent units of HCG) or nursing. WOCBP must have a negative serum or urine pregnancy test result (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within to hours before the first dose of study drug Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity iu/l or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of nivolumab Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropic [HCG]) within hours prior to the start of the study drug PHASE II INCLUSION CRITERIA: Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropic [HCG]) within hours prior to the start of the study drug Patient must be non-pregnant and non-nursing; women of child bearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to randomization Women of reproductive potential should have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours of the start of study drugs Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of nivolumab; elevated HCG for other explained and documented reasons is allowed Ability to become pregnant (or already pregnant or lactating); women and men who want to participate have to agree to use two highly effective forms of contraceptive prior to study entry, for the duration of study participation, and for days following completion of therapy, to be eligible; women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of study drug Women of childbearing potential (WOCBP) must have a negative serum test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of investigational product Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of nivolumab Women of childbearing potential must have a negative serum pregnancy test (minimum sensitivity of IU/L or equivalent units of human chorionic gonadotropin [HCG]) performed within hours prior to the start of nivolumab; post-menopausal women (defined as no menses for at least year) and surgically sterilized women are not required to undergo a pregnancy test Pregnant or breast-feeding patients; women of childbearing potential must have a pregnancy test (minimum sensitivity of IU/L or equivalent units of HCG) performed within hours prior to the start of nivolumab, and a negative result must be documented before start of treatment Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [hCG] hormone) within hours prior to the start of study drug Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [hCG]) within days prior to the start of study drug Participants who are women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin) within hours prior to the start of study drug Women of reproductive potential should have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within days of the study enrollment Women of reproductive potential should have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within days of study enrollment WOCBP must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of investigational product. Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of the study drug. Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) during screening and within hours prior to the first dose of nivolumab WOCBP must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of investigational product. Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of study drug Pregnancy or lactating females; women of childbearing potential must have a negative serum pregnancy test (minimum sensitivity IU/L or equivalent units of HCG) within hours prior to Step registration Women of childbearing potential (WOCBP) must have a negative serum pregnancy test (sensitivity =< IU HCG/L) within weeks prior to registration and will be repeated within hours prior to the start of study drug administration WOCBP must have a negative serum test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of investigational product Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of nivolumab Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of study drug Pregnant or breastfeeding; for elotuzumab arm: women of child bearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within days of study treatment start ( hours prior to the start of elotuzumab) Female patients of childbearing potential (not postmenopausal for at least months and not surgically sterile) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within days before study entry; pregnancy test must be repeated if performed > days before starting study drug Women must have a negative serum pregnancy test (minimum sensitivity IU/L or equivalent units of HCG) within hours prior to the start of investigational product Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of study drug Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of nivolumab; for WOCBP, follow up pregnancy tests will be performed every weeks (+/- week) during the study regardless of dosing schedules WOCBP must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of HCG); the first should be performed within to days and the second within hours prior to the start of the study drug; a prescription for lenalidomide for a female of childbearing potential must not be issued by the prescriber until negative pregnancy tests have been verified by the prescriber Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to receiving nivolumab; should a woman become pregnant or suspect she is pregnant while participating in this study, she should inform her treating physician immediately Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of nivolumab WOCBP must have a negative serum test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of investigational product Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within days prior to the start of study drug Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of study drug Women of childbearing potential must have a negative serum or urine pregnancy test (sensitivity < IU human chorionic gonadotropin (HCG)/L) within hours prior to the start of study drug Women Of Child Bearing Potential (WOCBP) must have a negative serum or urine pregnancy test (i.e., minimum sensitivity IU/L or equivalent units of HCG), within hours prior to the start of study treatment. Should a woman become pregnant or suspect she is pregnant while participating in the study, she should inform her treating physician(s) immediately. **Refer to pg. of the protocol for the formal definition of a WOCBP.** Women who are breastfeeding or who are pregnant as evidenced by a positive serum pregnancy test (minimum sensitivity IU/L or equivalent units of HCG) performed within days of the first dose of study drug and by a urine pregnancy test (minimum sensitivity IU/L or equivalent units of HCG) within hours of the first dose of study drug(s). WOCBP must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours before the start of ipilimumab Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of thoracic radiation therapy Women of reproductive potential should have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within days of study enrollment Women of childbearing potential (WOCBP) must have a negative pregnancy test (minimum sensitivity IU/L or equivalent of human chorionic gonadotropin [HCG]) before entry onto the trial Participant is neither pregnant nor nursing:\r\n* Women of childbearing potential (WOCBP) must have a negative pregnancy test (minimum sensitivity IU/L or equivalent of HCG) within days prior to start of study medication; it is the investigators responsibility to repeat the pregnancy test should start of treatment be delayed Women of childbearing potential (WOCBP) must have a negative pregnancy test (minimum sensitivity IU/L or equivalent of human chorionic gonadotropin [HCG]) before entry onto the trial and within days prior to start of study medication; it is the investigators responsibility to repeat the pregnancy test should start of treatment be delayed Females of childbearing potential must: use appropriate method(s) of contraception; women of childbearing potential (WOCBP) should use an adequate method to avoid pregnancy for weeks ( days plus the time required for nivolumab to undergo five half-lives) after the last dose of investigational drug; women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of nivolumab A woman of childbearing potential must have a negative highly sensitive serum [beta-human chorionic gonadotropin (?-hCG)] or urine pregnancy test at (minimum sensitivity International units (IU)/ liter (L) or equivalent units of HCG) within days prior to the first dose of study drug Women must have a negative serum pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of investigational product Women who are breastfeeding or who are pregnant as evidenced by a positive serum pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin) performed within days of the first dose of study drug and by a urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours of the first dose of study drug(s) Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within days prior to the start of nivolumab. WOCBP must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of study treatments WOCBP must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to the start of investigational product Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within days before the start of ipilimumab Positive pregnancy screening test with a minimum sensitivity of IU/L of human chorionic gonadotropin (hCG) within hours of registration; breastfeeding women are also excluded WOCBP must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotrophin [HCG]) within hours before the start of ipilimumab Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) with days prior to randomization Women of childbearing potential must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [hCG]) within hours prior to the start of nivolumab Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of HCG) during screening for eligibility assessments and enrollment and within hours prior to the start of study drug. Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin hormone) within hours prior to the start of study drug. Women should not be lactating and, if of childbearing age, should have a negative pregnancy test (beta-human chorionic gonadotropin [b-HCG] test; serum or urine, minimum sensitivity IU/L or equivalent units of b-HCG) within two week of registration in the study Women of childbearing potential and men should practice effective methods of contraception. Women of childbearing potential should have a negative urine or serum pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin within days prior to the start of PRI . WOCBP must have a negative serum or urine pregnancy test [minimum sensitivity UI/L or equivalent units of human chorionic gonadotrophin (HCG)] within hours prior to the start of investigational product WOCBP must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours before the start of ipilimumab Women should not be lactating and, if of childbearing age, should have a negative pregnancy test (beta-human chorionic gonadotropin [b-HCG] test; serum or urine, minimum sensitivity IU/L or equivalent units of b-HCG) within two week of registration in the study Women must not be pregnant or breastfeeding; WOCBP must have a negative serum pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within days prior to registration WOCBP must have a negative serum or urine pregnancy test (sensitivity ? IU human chorionic gonadotropin [hCG]/L) within hours prior to the start of study drug administration Women who are breast feeding or pregnant as evidenced by positive serum pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) done within days of first dosing and urine test within hours of first dosing Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours prior to surgery Negative serum pregnancy test (minimum sensitivity IU/L or equivalent units of human chorionic gonadotropin [HCG]) within hours (hrs) prior to registration in women of child-bearing potential (WOCBP)