This phase I trial will determine the maximum tolerated dose of lenalidomide when given in combination with high-dose systemic methotrexate and rituximab, with or without nivolumab, as induction treatment of primary central nervous system lymphoma. In addition, whether the combination of drugs can extend the control of CNS lymphoma by being used as maintenance (prolonged treatment) after control is achieved with the initial chemotherapy regimen (induction) will be judged. If decided to take part in the study, participants will complete pre-study testing, and if allowed to participate in study different people will get different doses of the study drug lenalidomide during induction chemotherapy. If the drug does not cause serious side effects, the next group of people in the study will get a higher dose, and the doses will continue to increase for every new group until people have serious side effects that require the dose to be lower. Lenalidomide will be taken by mouth on days 5 to 14 of each induction cycle. Once the dose of lenalidomide is found, the next group of people in the study will receive nivolumab in combination with the other drugs (methotrexate, rituximab, and lenalidomide). The first drug administered in each cycle is rituximab, which is given as an intravenous infusion typically in the infusion center. The day after rituximab, participants will be admitted to the hospital for the infusion of methotrexate. Enrolled participants that present benefit after induction will receive lenalidomide and nivolumab as prolonged therapy (maintenance) for an additional 12 months (12 cycles and each cycle is 28 days) or until the disease gets worse or the side effects become too severe. After treatment is completed the study doctor will continue to follow up on participants condition for 2 years to observe side effects. After 2 years the doctor will continue to follow up either in clinic or by phone for up to 5 years after registration. The most common side effects known are kidney damage, infusion reaction, blood clots, birth defects, immune toxicity, fever and infections, and there may be some risks that the study doctor is not aware of yet. Once the combination is proven safe, this study will allow for future studies to determine whether the combination of these four drugs can improve the response to treatment and help increase the understanding of their use in primary CNS lymphoma treatment. It is unclear whether these drugs will help participants live longer than the usual approach alone.

This study is for patients with rare Central Nervous (brain or spine) tumors. The purpose of this study is to determine whether the experimental drug, nivolumab can shrink tumors in patients with rare Central Nervous System (brain or spine) tumors or increase the time it takes for these tumors to grow or spread throughout the body.

Glioblastoma adaptive, global, innovative learning environment or GBM AGILE trial is to identify effective therapies and improve survival for a type of brian cancer called glioblastoma (GBM) and to match effective therapies with adult patients with newly diagnosed or recurring glioblastoma. Eligible participants will have a 50/50 chance of taking either standard therapy medications or a medication not yet approved by the FDA called regorafenib during their standard of care treatment for GBM.