Additional Study Information: The purpose of this study is to compare the combination of brentuximab vedotin and nivolumab to the combination of brentuximab vedotin, nivolumab, and ipilimumab. Both brentuximab vedotin and nivolumab are FDA-approved as single drugs for patients who have relapsed or refractory Hodgkins lymphoma. The combination of these drugs together, and with ipilimumab are not FDA-approved, so this therapy is considered an experimental treatment. The addition of ipilimumab to brentuximab vedotin and nivolumab may or may not shrink your cancer and keep it away for longer than the combination of brentuximab and nivolumab. It may also cause more side effects.This study will help the study doctors find out if this combination approach is the same or better than the usual approach of using these drugs alone. To decide if it is better, the study doctors will be looking to see if the study drugs shrink patients cancer using both treatments, and which combination shrinks Hodgkin lymphoma better with reasonable side effects. There will be about 120 people taking part in this study.