Daratumumab, Azacitidine, and Dexamethasone for Treatment of Patients With Recurrent or Refractory Multiple Myeloma Previously Treated With Daratumumab

Inclusion Criteria: 1. Age \>=18 years 2. Patients must have a known diagnosis of multiple myeloma with evidence of measurable disease, AND have evidence of disease progression based on IMWG criteria: * Serum M-protein \>= 0.5 g/dL, or urine M-protein \>= 200 mg/24 hours. OR * In the absence of measurable M-protein, serum immunoglobulin free light chain \>= 10 mg/dL, and abnormal serum immunoglobulin kappa lambda free light chain ratio 3. Relapsed from or refractory to 2 or more different prior therapies, including immunomodulatory drugs (IMiDs; e.g., thalidomide, lenalidomide) and proteasome inhibitors, chemotherapy-based regimens, monoclonal antibodies, or autologous stem cell transplantation (ASCT) * Relapse is defined as progression of disease after an initial response (minimal response (MR) or better) to previous treatment, more than 60 days after cessation of treatment * Refractory disease is defined as \< 25% reduction in M-protein or progression of disease during treatment or within 60 days after cessation of treatment 4. Prior exposure to daratumumab, with most recent dose being at least 6 months prior to trial enrollment 5. Eastern Cooperative Oncology Group (ECOG) performance status \< 2 (Karnofsky \> 60%) 6. Demonstrates adequate organ function as defined below within 7 days of first dose of drug: * Absolute neutrophil count \>= 1,500/microliter (mcL) * Platelets \>= 75,000/mcL * Total bilirubin within normal institutional limits, unless elevated due to Gilbert's syndrome and direct bilirubin is within normal limits * Aspartate aminotransferase (AST) (serum glutamic oxaloacetic transaminase (SGOT)) =\< 3 x institutional upper limit of normal * Alanine aminotransferase (ALT) (serum glutamate pyruvate transaminase (SGPT)) =\< 3 x institutional upper limit of normal * Creatinine =\< 1.5 x within institutional upper limit or normal OR creatinine clearance glomerular filtration rate (GFR) \>= 60 mL/min/1.73 m\^2, calculated using the Cockcroft-Gault equation, unless data exists supporting safe use at lower kidney function values, no lower than 30 mL/min/1.73 m\^2 7. Life expectancy of at least 3 months 8. Women of childbearing potential must have at least one negative highly sensitive serum (beta-human chorionic gonadotropin (beta-hCG)) during screening, within one week prior to the first dose of any component of study treatment 9. Before enrollment, a woman must be either: * Not of childbearing potential defined as: * Postmenopausal: * A postmenopausal state is defined as no menses for 12 months without an alternative medical cause. A high follicle stimulating hormone level (\> 40 IU/L or milli-international units per milliliter (mIU/mL) in the postmenopausal range may be used to confirm a postmenopausal state in women not using hormonal contraception or hormonal replacement therapy, however in the absence of 12 months of amenorrhea, a single follicle stimulating hormone measurement is insufficient * Permanently sterile * Permanent sterilization methods include hysterectomy, bilateral salpingectomy, bilateral tubal occlusion/ligation procedures, and bilateral oophorectomy OR * Of childbearing potential and * Practicing 2 highly effective user-independent methods of contraception (failure rate of \< 1% per year when used consistently and correctly * Examples of highly effective user-independent methods of contraception include: * Implantable progesterone-only hormone contraception associated with inhibition of ovulation; intrauterine device (IUD); intrauterine hormone-releasing system (IUS); vasectomized partner; sexual abstinence (sexual abstinence is considered a highly effective method only if defined as refraining from heterosexual intercourse during the entire period of risk associated with the study drug. The reliability of sexual abstinence needs to be evaluated in relation to the duration of the study and the preferred and usual lifestyle of the subject.) * Typical use failure rates may differ from those when used consistently and correctly. Use should be consistent with local regulations regarding the use of contraceptive methods for subjects participating in clinical studies * Hormonal contraception may be susceptible to interaction with the study drug, which may reduce the efficacy of the contraceptive method * Agrees to remain on a highly effective method for 4 weeks before the first dose of any component of study treatment, throughout the study (including during dose interruptions), and for 4 weeks following discontinuation of azacitidine, and for 3 months after last daratumumab dose * Note: If the risk of pregnancy changes (e.g., a woman who is not heterosexually active becomes active), a woman must begin a highly effective method of contraception, as described throughout the inclusion criteria * If reproductive status is questionable, additional evaluation should be considered * Agrees to not breast feed for the duration of the study (including during dose interruptions), and for 4 weeks following discontinuation of azacitidine, and for 3 months after last daratumumab dose 10. Women must agree not to donate eggs (ova, oocytes) for the purposes of assisted reproduction during the study (including during dose interruptions), and for 4 weeks following discontinuation of azacitidine, and if receiving daratumumab, for 3 months after the last dose 11. Due to the teratogenicity of azacitidine and the lack of adequate reproductive toxicity data for daratumumab, in addition to the user independent highly effective method of contraception, a male or female condom with or without spermicide, diaphragm, or cervical cap is required. Male condom and female condom should not be used together (due to risk of failure with friction) 12. During the study (including during dose interruptions), and for 4 weeks following discontinuation of azacitidine, and for 3 months after the last daratumumab dose, in addition to the user independent highly effective method of contraception (even if he has undergone a successful vasectomy), a man * Who is sexually active with a woman of childbearing potential must agree to use a barrier method of contraception (i.e., latex or synthetic condom with spermicidal foam/gel/film/cream/suppository) * Who is sexually active with a woman who is pregnant must use a latex or synthetic condom * Must agree not to donate sperm 13. Willing and able to adhere to the prohibitions and restrictions specified in this protocol and referenced in the informed consent form (ICF) 14. Must sign an ICF (or their legally acceptable representative must sign) indicating that he or she understands the purpose of, and procedures required for, the study and is willing to participate in the study Exclusion Criteria: 1. Diagnosed or treated for malignancy (either solid tumor or hematologic) other than multiple myeloma, except: * Malignancy treated with curative intent and with no known active disease before enrollment * Adequately treated non-melanoma skin cancer, lentigo maligna or in situ malignancies (including but not limited to, cervical, breast) with no evidence of disease 2. Received daratumumab therapy less than 6 months prior to trial enrollment 3. Primary refractory to prior daratumumab 4. Subject is: * Seropositive for human immunodeficiency virus (HIV) * Seropositive for hepatitis B (defined by a positive test for hepatitis B surface antigen \[HBsAg\]). Subjects with resolved infection (i.e., subjects who are HBsAg negative but positive for antibodies to hepatitis B core antigen (anti-HBc) and/or antibodies to hepatitis B surface antigen \[anti-HBs\]) must be screened using real-time polymerase chain reaction (PCR) measurement of hepatitis B virus (HBV) deoxyribonucleic acid (DNA) levels. Those who are PCR positive will be excluded. EXCEPTION: Subjects with serologic findings suggestive of HBV vaccination (anti-HBs positivity as the only serologic marker) AND a known history of prior HBV vaccination, do not need to be tested for HBV DNA by PCR * Seropositive for hepatitis C (except in the setting of a sustained virologic response (SVR), defined as aviremia at least 12 weeks after completion of antiviral therapy) 5. Known chronic obstructive pulmonary disease with a forced expiratory volume in 1 second (FEV1) \< 50% of predicted normal to minimize daratumumab-related pulmonary toxicities * Note: FEV1 testing is required for subjects suspected of having chronic obstructive pulmonary disease and asthma. Subjects must be excluded if FEV1 \< 50% of predicted normal 6. Known moderate or severe persistent asthma within the past 2 year or currently has uncontrolled asthma of any classification * Note: Subjects who currently have controlled intermittent asthma or controlled mild persistent asthma are allowed in the study. FEV1 testing is required for subjects suspected of having asthma 7. Concurrent medical condition or disease (e.g., active systemic infection) that is likely to interfere with study procedures or results, or that in the opinion of the investigator would constitute a hazard for participating in this study 8. Clinically significant cardiac disease, including: * Myocardial infarction within 6 months before cycle 1, day -7, or unstable or uncontrolled disease/condition related to or affecting cardiac function (e.g., unstable angina, congestive heart failure, New York Heart Association class III-IV) * Uncontrolled cardiac arrhythmia (National Cancer Institute Common Terminology Criteria for Adverse Events (NCI-CTCAE) version 5.0 grade 2 or higher) or clinically significant electrocardiogram (ECG) abnormalities * Screening 12-lead electrocardiogram (ECG) showing a baseline corrected QT interval (QTc) \> 470 msec. 9. Known allergies, hypersensitivity, or intolerance to monoclonal antibodies or human proteins, daratumumab or its excipients (refer to investigator's brochure), or known sensitivity to mammalian-derived products 10. Concurrent plasma cell leukemia, Waldenstrom's macroglobulinemia, POEMS syndrome (polyneuropathy, organomegaly, endocrinopathy, monoclonal protein, and/or skin changes), or light chain amyloidosis 11. Known or suspected of not being able to comply with the study protocol (e.g., because of alcoholism, drug dependency, or psychological disorder) or the subject has any condition for which, in the opinion of the investigator, participation would not be in the best interest of the subject (e.g., compromise their well-being) or that could prevent, limit, or confound the protocol-specified assessments 12. Contraindications to the use of daratumumab, azacitidine or dexamethasone per local prescribing information 13. Taken any disallowed therapies before the planned first dose of study drug 14. Received any therapy to treat cancer (including radiation, chemotherapy, biologics, cellular therapies, and/or steroids at doses \> 20 mg) or undergone a major surgical procedure within 14 days, or within 5 half-lives of an anticancer drug, prior to the first dose of study treatment, whichever is longer (with the exception of palliative radiotherapy for symptomatic management but not on measurable extramedullary plasmacytoma). 15. Participated in an interventional clinical trial(s) and received an investigational drug (including investigational vaccines) or used an invasive investigational medical device within 4 weeks before cycle 1, day -7 or 5 pharmacokinetic half-lives, whichever is longer. 16. Had major surgery within 2 weeks before cycle 1, day -7, or will not have fully recovered from surgery, or has surgery planned during the time the subject is expected to participate in the study or within 2 weeks after the last dose of study drug administration. Note: Subjects with planned surgical procedures to be conducted under local anesthesia may participate. Kyphoplasty is not considered a major surgery.