Brentuximab Vedotin and Lenalidomide in Treating Patients With Relapsed or Refractory T-Cell Lymphomas

Inclusion Criteria:

* Documented informed consent of the participant and/or legally authorized representative
* Registered into mandatory Revlimid Risk Evaluation and Mitigation Strategies (REMS) program
* Women of childbearing potential: adhere to scheduled pregnancy testing as required in the Revlimid REMS program
* Eastern Cooperative Oncology Group (ECOG) performance status of 0-2
* Histologically confirmed cutaneous T-cell non-Hodgkin lymphoma (CTCL) per World Health Organization (WHO) classification 2016 including, mycosis fungoides (MF) or Sezary syndrome (SS); phase 1 : \>= stage IIB OR \>= stage IB-IIA folliculotropic/transformed MF; expansion cohort: \>= stage IB

  * MF/SS stage of disease according to TNMB classification
  * SS is defined as meeting T4 plus B2 criteria; where the biopsy of erythrodermic skin may only reveal suggestive but not diagnostic histopathologic features, the diagnosis may be based on either node biopsy or fulfillment of B2 criteria
  * For MF where the histological diagnosis by light microscopic examination is not confirmed, diagnostic criteria that been recommended by the International Society for Cutaneous Lymphomas (ISCL) should be used
* Relapsed/refractory disease
* Failed \>= 2 prior systemic therapies
* CD30-positivity by immunohistochemistry of \>= 1%
* Measurable disease per modified Severity Weighted Assessment and/or Sezary count
* Fully recovered from acute toxicities (except alopecia) of all prior therapies to Common Terminology Criteria for Adverse Events (CTCAE) =\< grade 1
* May have received either brentuximab vedotin or lenalidomide/immunomodulatory imide drugs (IMiD) without dose modification/delay due to toxicity

  \* IMiDs defined as thalidomide analogues
* If received prior brentuximab vedotin or lenalidomide, must be able to tolerate the dose level to which the participant will be enrolled to
* Within 14 days prior to day 1 of protocol therapy unless otherwise stated: Absolute neutrophil count (ANC) \>= 1,000/mm\^3

  \* NOTE: Growth factor is not permitted within 14 days of ANC assessment unless cytopenia is secondary to disease involvement
* Within 14 days prior to day 1 of protocol therapy unless otherwise stated: Platelets \>= 75,000/mm\^3

  \* NOTE: Platelet transfusions are not permitted within 14 days of platelet assessment unless cytopenia is secondary to disease involvement
* Within 14 days prior to day 1 of protocol therapy unless otherwise stated: Total bilirubin =\< 1.5 X upper limit of normal (ULN) OR if Gilbert's syndrome =\< 3.0 X ULN
* Within 14 days prior to day 1 of protocol therapy unless otherwise stated: Aspartate aminotransferase (AST) =\< 2 x ULN
* Within 14 days prior to day 1 of protocol therapy unless otherwise stated: Alanine aminotransferase (ALT) =\< 2 x ULN
* Within 14 days prior to day 1 of protocol therapy unless otherwise stated: Creatinine clearance of \>= 60 mL/min per 24 hour urine test or the Cockcroft-Gault formula
* Within 14 days prior to day 1 of protocol therapy unless otherwise stated: Women of childbearing potential (WOCBP): negative urine or serum pregnancy test; if the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required
* Agreement by WOCBP and males of childbearing potential to use an effective method of birth control or abstain from heterosexual activity for the course of the study through at least 6 months after the last dose of protocol therapy \* Childbearing potential defined as not being surgically sterilized (men and women) or have not been free from menses for \> 1 year (women only)

Exclusion Criteria:

* Stem cell transplantation
* Monoclonal antibody within 28 days prior to day 1 of protocol therapy
* Any systemic therapy, including monoclonal antibody within 28 days or 5 half-lives (whichever is shorter) of initiating day 1 of protocol therapy
* Any skin-directed therapy within 14 days prior to day 1 of protocol therapy
* Any radiation therapy within 21 days prior to day 1 of protocol therapy
* Immunosuppressive medication within 14 days prior to day 1 of protocol therapy; the following are exceptions to this criterion:

  * Intranasal, inhaled, topical or local steroid injections (e.g., intra-articular injection) and are on stable dose for at least 28 days
  * Systemic corticosteroids at physiologic doses of \< 10 mg/day of prednisone or equivalent
* Live, attenuated vaccine within 30 days prior to day 1 of protocol therapy
* Disease free of prior malignancies for \>= 5 years with the exception of:

  * Currently treated squamous cell and basal cell carcinoma of the skin, or
  * Carcinoma in situ of the cervix, or
  * Surgically removed melanoma in situ of the skin (stage 0) with histological confirmed free margins of excision , or
  * Prostate cancer (T1a or T1b using the TNM \[tumor, nodes, metastasis\] clinical staging system) that has/have been surgically cured, or
  * Any other malignancy that has/have been curatively treated with surgery and/or localized radiation
* Allergic reaction/hypersensitivity to lenalidomide or history of anaphylactic shock to brentuximab vedotin in the past
* Female only: pregnant or breastfeeding
* Acute infection requiring systemic treatment
* Known history of human immunodeficiency virus (HIV) infection
* Active hepatitis B or C infection
* Central nervous system involvement by lymphoma, including leptomeningeal involvement
* History of progressive multifocal leukoencephalopathy (PML)
* Current peripheral neuropathy \>= grade 2 or patients with the demyelinating form of Charcot-Marie-Tooth syndrome
* Unstable cardiac disease as defined by one of the following:

  * Cardiac events such as myocardial infarction (MI) within the past 6 months
  * NYHA (New York Heart Association) heart failure class III-IV
  * Uncontrolled atrial fibrillation or hypertension
* History of vascular disease (e.g. deep vein thrombosis, stroke)
* Major surgery (as defined by the investigator) within the 28 days prior to day 1 of protocol therapy
* Incidence of gastrointestinal disease that may significantly alter the absorption of lenalidomide
* Any other condition that would, in the investigator's judgment, contraindicate the patient's participation in the clinical study due to safety concerns or compliance with clinical study procedures, e.g., infection/inflammation, intestinal obstruction, unable to swallow medication, social/psychological issues, etc.
* Prospective participants who, in the opinion of the investigator, may not be able to comply with all study procedures (including compliance issues related to feasibility/logistics)