 This phase I trial studies the safety and best dose of anti-LAG-3 anti-LAG-3 monoclonal antibody BMS-986016 or urelumab alone and in combination with nivolumab in treating patients with glioblastoma that has returned recurrent. Anti-LAG-3 monoclonal antibody BMS-986016, urelumab, and nivolumab are antibodies a type of protein that may stimulate the cells in the immune system to attack tumor cells. It is not yet known whether anti-LAG-3 monoclonal antibody BMS-986016 or urelumab alone or in combination with nivolumab may kill more tumor cells. 