Modern Immunotherapy in BCG-Unresponsive, BCG-Relapsing and High Risk BCG-Naive Non-Muscle Invasive Urothelial Carcinoma of the Bladder

Upon successful screening and registration, enrollment to a cohort will begin. If DLT criteria are exceeded in a cohort, that cohort will close and will not proceed to Phase 2 of the study. Provided the safety of a cohort is established, enrollment will continue. Within BCG-containing cohorts, treatment will begin at full-dose BCG. If DLT criteria are exceeded with full-dose BCG, a one level dose reduction of BCG will be implemented. If DLT criteria are exceeded with reduced-dose BCG, the BCG-containing cohort will not proceed to Phase 2 of the study Phase 1 Cohorts: * Durvalumab Monotherapy (cohort 1); ENROLLMENT COMPLETE * Durvalumab plus BCG (cohort 2); ENROLLMENT COMPLETE * Durvalumab plus External Beam Radiotherapy (EBRT) (cohort 3); ENROLLMENT COMPLETE * Durvalumab plus Intravesical Gemcitabine plus Intravesical Docetaxel (cohort 4); ENROLLMENT COMPLETE * Durvalumab plus Tremelimumab plus Intravesical Gemcitabine plus Intravesical Docetaxel (cohort 5); ENROLLMENT DID NOT OCCUR * Intravesical N-803NAI plus Intravesical Gemcitabine (cohort 6) * Intravesical N-803NAI plus Intravesical Gemcitabine plus Intravesical Docetaxel (cohort 7) * Subcutaneous N-803NAI plus Intravesical N-803NAI plus Intravesical Gemcitabine plus Intravesical Docetaxel (cohort 8) If any of the combination regimen cohorts establishes a RP2D in Phase 1 of the study, enrollment to Phase 2 of the study may proceed within the individual phase 2 expansion cohorts defined by patient BCG exposure history. Upon successful screening and registration, Phase 2 subjects will be assigned to one of the treatment arms. Assignment will occur amongst the arms that are open to accrual at the time of subject registration. Phase 2 subjects will be administered treatment at the RP2D's established for each regimen within Phase 1 of the study. However, within BCG-containing cohorts, the BCG dose will be reduced to Dose level -1 (1/3rd-dose BCG) even if the RP2D established in the Phase 1 of the study was full-