Subsequent Line Gemcitabine and Nivolumab in Treating Participants With Metastatic Small Cell Lung Cancer

Inclusion Criteria: * Patients must have histologically or cytologically confirmed incurable SCLC and have had prior treatment with platinum-based chemotherapy. High-grade neuroendocrine tumors that are suspected to be of bronchopulmonary origin can be enrolled if they have had prior treatment with a SCLC chemotherapy regimen (e.g. platinum plus etoposide). * Patients should not be demonstrating end-organ damage due to rapid progression of disease based on the most recent assessment of the treating physician. * Patients must have radiographically measurable metastatic disease by Response Evaluation Criteria in Solid Tumors (RECIST) criteria. * Eastern Cooperative Oncology Group (ECOG) performance status of 0-2. * Absolute neutrophil count \>= 1,500/mcL. * Platelets \>= 100,000/mcL. * Chemotherapy agents are known to be teratogenic, therefore women of child-bearing potential and men must agree to use adequate contraception (hormonal or barrier method of birth control) prior to study entry and for the duration of study participation. Should a woman become pregnant or suspect she is pregnant while participating in this study, she should inform her treating physician immediately. * Ability to understand and the willingness to sign an Institutional Review Board (IRB)-approved informed consent document. Exclusion Criteria: * Patients who have previously received either gemcitabine or an immune checkpoint inhibitor can be enrolled. * Emergent need for palliative radiation. * Patients may not be receiving any other investigational agents for the treatment of nonsmall cell lung cancer. * History of allergic reaction to gemcitabine. * Uncontrolled intercurrent illness including, but not limited to ongoing or active infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac arrhythmia, or psychiatric illness/social situations that would limit compliance with study requirements. * Pregnant women are excluded from this study because of the potential for teratogenic or abortifacient effects with chemotherapy. Because there is an unknown but potential risk for adverse events in nursing infants secondary to treatment of the mother with chemotherapy, breastfeeding should be discontinued.