Additional Study Information: This study is for patients who have bladder cancer that has not invaded muscle tissue and who have been treated with one or more surgical resections and Bacillus Calmette-Guerin or BCG, which was directly given into the bladder before. The main purpose of this trial is to show that durvalumab is safe when given alone, in combination with BCG treatments, and in combination with radiation therapy for patients whose bladder cancer has now come back. The overall goal of this trial is to see if the risk of the bladder cancer coming back can be decreased with this treatment regimen.