This randomized clinical trial studies how well tremelimumab and durvalumab with or without radiation therapy works in treating patients with small cell lung cancer that has returned after a period of improvement. Monoclonal antibodies, such as tremelimumab and durvalumab, may limit the ability of tumor cells to grow and spread by enhancing immune function. Radiation therapy uses high energy x-rays to kill tumor cells and shrink tumors. Giving tremelimumab and durvalumab together with radiation therapy may lead to improved clinical benefit.