Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 90 days after the last dose of durvalumab monotherapy or 180 days after the last dose of durvalumab + tremelimumab combination therapy, whichever is later WOCBP must be willing to abstain from heterosexual activity or to use at least 1 highly effective method of contraception from the time of informed consent until 180 days after durvalumab and tremelimumab combination therapy is stopped; or 90 days after durvalumab monotherapy treatment is discontinued (whichever is longer). Male patients with female partners must have had a prior vasectomy or agree to use an adequate method of contraception (i.e., double barrier method: condom plus spermicidal agent) starting with the first dose of study therapy through 6 months (180 days) after the last dose of durvalumab and tremelimumab combination therapy; or 90 days after durvalumab monotherapy is discontinued (whichever is longer). Female patients who are pregnant or breastfeeding (NOTE: breast milk cannot be stored for future use while the mother is being treated on study) or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 90 days after the last dose of durvalumab monotherapy or 180 days after the last dose of durvalumab + tremelimumab combination therapy. Female subjects who are pregnant or breast-feeding or male or female patients of reproductive potential who are not employing an effective method of birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period. Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy Willing to have peripheral blood mononuclear cells and bone marrow biopsies to be collected prior to receiving the first dose of durvalumab and tremelimumab, after 2-doses and 4-doses of durvalumab and tremelimumab, after 2nd treatment administration and 4th treatment administration. Male patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period. Female subjects who are pregnant, breast-feeding or female patients of reproductive potential who are not employing an effective method of birth control from starting dose of study medications (cycle 1 day 1), including dosing interruptions through 90 days after receipt of the last dose of durvalumab; refrain from egg cell donation while taking durvalumab and for at least 90 days after the last dose of durvalumab Patients with reproductive potential (e.g., females menopausal for less than 1 year and not surgically sterilized) must practice two highly effective contraceptive measures for the duration of study drug therapy and for at least 90 days after completion of durvalumab monotherapy or for at least 180 days after completion of durvalumab/tremelimumab combination therapy. Female patients of childbearing potential must provide a negative pregnancy test (urine) prior to treatment initiation Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period Subjects who are pregnant, breast-feeding or of reproductive potential who are not employing an effective method of birth control or are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period. Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of azacitidine, durvalumab (MEDI4736) and/or tremelimumab therapy; lactating females must agree not to breast feed throughout this period Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period Participants of child-bearing potential must agree to use two highly effective and acceptable forms of contraception from screening, throughout their participation in the study and for 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after last dose of durvalumab or olaparib, whichever is the longer time period (e.g., hormonal or barrier method of birth control); should a woman become pregnant or suspect she is pregnant while she or her partner is participating in this study, she should inform her treating physician immediately Female subjects who are pregnant, breast-feeding, or of reproductive potential who are not employing an effective method of birth control from screening to 180 days after the last dose of durvalumab + tremelimumab + olaparib combination therapy or 90 days after the last dose of durvalumab and olaparib therapy, whichever is the longer time period Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 90 days after the last dose of durvalumab monotherapy or 180 days after the last dose of durvalumab + tremelimumab combination therapy Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period Female and male patients of reproductive potential must agree to use effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 180 days after the last dose of durvalumab monotherapy, whichever is the longer time period; should a female patient become pregnant or suspect she is pregnant while participating in this study, she should inform her treating physician immediately Female patients who are pregnant or breastfeeding or female patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period Patients with reproductive potential (male/female) must agree to use accepted and highly effective methods of contraception while receiving durvalumab, and for at least 3 months after the last dose of durvalumab. Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 90 days after the last dose of durvalumab monotherapy or 180 days after the last dose of durvalumab + tremelimumab combination therapy Female subjects who are pregnant, breast-feeding or female patients of reproductive potential who are not employing an effective method of birth control from starting dose of durvalumab (cycle 1 day 1), including dosing interruptions through 90 days after receipt of the last dose of durvalumab; refrain from egg cell donation while taking durvalumab and for at least 90 days after the last dose of durvalumab Male subjects who are not employing an effective method of birth control from starting dose of durvalumab (cycle 1 day 1), including dosing interruptions through 90 days after receipt of the last dose of durvalumab; refrain from sperm donation while taking durvalumab and for at least 90 days after the last dose of durvalumab Agree to practice true abstinence2 (which must be reviewed on a monthly basis and source documented) or agree to the use of a highly effective method of contraceptionuse from 28 days prior to starting durvalumab or azacitidine, and must agree to continue using such precautions while taking durvalumab or azacitidine (including dose interruptions) and up to 90 days after the last dose of durvalumab or azacitidine. Cessation of contraception after this point should be discussed with a responsible physician. Agree to abstain from breastfeeding during study participation and for at least 90 days after the last dose of IP. c. Agree to abstain from breastfeeding during study participation and for at least 90 days after the last dose of IP. d. Refrain from egg cell donation while taking durvalumab and for at least 90 days after the last dose of durvalumab. A female subject of childbearing potential (FCBP) is a female who: Female subjects who are pregnant, breast-feeding or female patients of reproductive potential who are not employing an effective method of birth control from starting dose of durvalumab (cycle 1 day 1), including dosing interruptions through 90 days after receipt of the last dose of durvalumab are not eligible; female subjects should agree to refrain from egg cell donation while taking durvalumab and for at least 90 days after the last dose of durvalumab Male subjects who are not employing an effective method of birth control from starting dose of durvalumab (cycle 1 day 1), including dosing interruptions through 90 days after receipt of the last dose of durvalumab are not eligible; male subjects should agree to refrain from sperm donation while taking durvalumab and for at least 90 days after the last dose of durvalumab; should a female partner of a male patient become pregnant or suspect she is pregnant while participating in the study, he should inform his treating physician and the female partner should call her physician immediately Patients should agree to not donate blood while participating in this study or for at least 90 days following the last infusion of durvalumab or tremelimumab Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab (MEDI4736) + tremelimumab combination therapy or 90 days after the last dose of durvalumab (MEDI4736) monotherapy, whichever is the longer time period Patients who are pregnant or breastfeeding or patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 180 days after the last dose of durvalumab + tremelimumab combination therapy or 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period Patients of reproductive potential who are not employing an effective method of birth control; male patients of reproductive potential who are not willing to employ effective birth control from screening to 90 days after the last dose of durvalumab monotherapy, whichever is the longer time period Patients should agree to not donate blood while participating in this study or for at least 90 days following the last infusion of durvalumab or tremelimumab Female patients who are pregnant or breastfeeding or male or female patients of reproductive potential who are not willing to employ effective birth control from screening to 90 days after the last dose of durvalumab monotherapy or 180 days after the last dose of durvalumab + tremelimumab combination therapy