This pilot phase II trial studies the side effects and how well giving gemcitabine hydrochloride, carboplatin, dexamethasone, and rituximab together works in treating patients with previously treated lymphoid malignancies. Drugs used in chemotherapy, such as gemcitabine hydrochloride, carboplatin, and dexamethasone, work in different ways to stop the growth of cancer cells, either by killing the cells or by stopping them from dividing. Monoclonal antibodies, such as rituximab, can block cancer growth in different ways. Some block the ability of cancer cells to grow and spread. Others find cancer cells and help kill them or carry cancer-killing substances to them. Giving more than one drug (combination chemotherapy) and giving monoclonal antibody therapy with chemotherapy may kill more cancer cells