This pilot phase I trial studies the side effects of atezolizumab, gemcitabine, oxaliplatin, and rituximab and to see how well they work in treating patients with transformed diffuse large B-cell lymphoma that has come back (relapsed) or does not respond to treatment (refractory). Immunotherapy with monoclonal antibodies, such as atezolizumab, may help the body's immune system attack the cancer, and may interfere with the ability of tumor cells to grow and spread. Drugs used in chemotherapy, such as gemcitabine and oxaliplatin, work in different ways to stop the growth of cancer cells, either by killing the cells, by stopping them from dividing, or by stopping them from spreading. Rituximab is a monoclonal antibody. It binds to a protein called CD20, which is found on B cells (a type of white blood cell) and some types of cancer cells. This may help the immune system kill cancer cells. Giving atezolizumab, gemcitabine, oxaliplatin, and rituximab may work better in treating patients with transformed diffuse large B-cell lymphoma.