Combination Immunotherapy-Ipilimumab-Nivolumab-Dendritic Cell p53 Vac - Patients With Small Cell Lung Cancer (SCLC)

Inclusion Criteria: * Histologic or cytologic diagnosis of SCLC * Recurrence to at least one prior treatment with a platinum containing regimen (cisplatin or carboplatin) including limited stage (LS) and extensive stage (ES) initial presentations. Note: In patients with SCLC the most frequent platinum containing doublet used is etoposide-carboplatin. However, etoposide-cisplatin and irinotecan or topotecan combined with either carboplatin or cisplatin are platinum doublet regimens that can sometimes be used and thus would be allowed for the purposes of trial enrollment and eligibility. * Excluded are patients who upon relapse may be still considered for a salvage concurrent chemo-radiation approach. * Willing and able to provide written informed consent/assent for the trial. * Be 18 years of age or older on day of signing informed consent * Have measurable disease based on Response Evaluation in Solid Tumors (RECIST) 1.1 * Have a performance status of 0 - 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Scale * Demonstrate adequate organ function. All screening labs should be performed within 30 days of treatment initiation. * Life expectancy of \>4 months. * Favorable tumor p53 biomarker profile defined by ≥ 50% p53 positive tumor cells by immunohistochemistry. Tumor p53 biomarker evaluations may be performed with either original or recurrent tumor although samples from recurrent disease are preferred. * Females of childbearing potential should have a negative urine or serum pregnancy within 72 hours prior to receiving the first dose of study medication. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required. * Females of childbearing potential should be willing to use 2 methods of birth control or be surgically sterile, or abstain from heterosexual activity for the course of the study through 120 days after the last dose of study medication. * Males should agree to use an adequate method of contraception starting with the first dose of study therapy through 120 days after the last dose of study therapy. Exclusion Criteria: * Currently participating and receiving study therapy or has participated in a study of an investigational agent and received study therapy or used an investigational device within 4 weeks of the first dose of treatment. * Has a diagnosis of immunodeficiency or is receiving systemic steroid or any other form of immunosuppressive therapy within 7 days prior to the first dose of trial treatment. Therapy: Systemic steroid doses of less than 10 mg of prednisone daily or its equivalent are allowed in patients receiving physiologic replacement steroid doses for both criteria 2 and 8. * Has a known history of active Bacillus Tuberculosis (TB) * Hypersensitivity to Ipilimumab and/or nivolumab or any of its excipients. * Has had a prior anti-cancer monoclonal antibody (mAb) excluding any anti-PD-1 and/or anti-PD-L1 checkpoint inhibitor within 4 weeks prior to study Day 1 or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to agents administered more than 4 weeks earlier. * Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy within 2 weeks prior to study Day 1 or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to a previously administered agent. - Note: Potential participants with ≤ Grade 2 neuropathy are an exception to this criterion and may qualify for the study. - Note: If potential participant received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting therapy. * Has a known additional malignancy that is progressing or requires active treatment. Exceptions include basal cell carcinoma of the skin or squamous cell carcinoma of the skin that has undergone potentially curative therapy or in situ cervical cancer. Other malignancies that remain without evidence of disease or recurrence, 2 years or more after curative therapy are also considered part of this exception. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. Patients with previously treated brain metastases may participate provided they are stable (without evidence of progression by imaging for at least 2 weeks prior to the first dose of trial treatment and any neurologic symptoms have returned to baseline), have no evidence of new or enlarging brain metastases, and are not using steroids for at least 7 days prior to trial treatment. This exception does not include carcinomatous meningitis which is excluded regardless of clinical stability. * Any diagnosis of autoimmune disease (confirmed by medical records or appropriate laboratory testing) * Known history of, or any evidence of active, non-infectious pneumonitis. * Has an active infection requiring systemic therapy * History or current evidence of any condition, therapy, or laboratory abnormality that might confound the results of the trial, interfere with participation for the full duration of the trial, or is not in the best interest of the person to participate, in the opinion of the treating investigator. * Known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial. * Pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the trial, starting with the pre-screening or screening visit through 120 days after the last dose of trial treatment. * Known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies) * Known active Hepatitis B (e.g., HBsAg reactive) or Hepatitis C (e.g., HCV RNA \[qualitative\] is detected) * Has received a live vaccine within 30 days of planned start of study therapy. Note: Seasonal influenza vaccines for injection are generally inactivated flu vaccines and are allowed; however intranasal influenza vaccines (e.g., Flu-Mist®) are live attenuated vaccines, and are not allowed. * Excluded are patients who upon relapse may be still considered for a salvage concurrent chemo-radiation approach