Inclusion Criteria:
* Pathologically confirmed diagnosis of locally advanced, unresectable or metastatic sarcoma
* Ability to understand the purposes and risks of the study and has signed and dated a written informed consent form approved by the Investigator's IRB/Ethics Committee
* Willingness to comply with all study procedures and availability for the duration of the study.
* Previously treated patient with measurable disease by RECIST v1.1
* ECOG performance status ≤ 2
* Life expectancy of at least 3 months
* Acceptable cardiac function with LV ejection fraction of \> 50%
* Acceptable liver function: Bilirubin \< 1.5 times upper limit of normal (ULN; except subjects with Gilbert Syndrome who must have a total bilirubin level \< 3.0 ULN); AST (SGOT), ALT (SGPT) and alk phos \< 2.5 x ULN (\< 5 x ULN if liver metastases present)
* Acceptable renal function: Creatinine \< 1.5 times ULN and creatinine clearance \> 60 ml/min using the Crockroft-Gault formula
* Acceptable hematologic status: ANC \>1000 cells/μL; Platelet count \>100,000/μL; Hemoglobin \> 9.0 g/dL
* INR and PT \< 1.5 ULN unless taking anti-coagulation, in which case PT, INR and aPTT must be within therapeutic range of intended use of anticoagulants
* All women of childbearing potential must have a negative urine or serum pregnancy test within 72 hours of enrollment. If urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required; all subjects must agree to use highly effective means of contraception (surgical sterilization or the use of barrier contraception with either a condom or diaphragm in conjunction with spermicidal gel or an IUD) with their partner from entry into the study through 5 months for women and 7 months for men after the last dose.
Exclusion Criteria:
* History or evidence of active autoimmune disease that requires systemic treatment (ie, with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (eg, thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment.
* Currently receiving treatment with another investigational device or drug study, or \<14 days since ending treatment with another investigational device or drug study(s).
* Subject has known sensitivity to gemcitabine, doxorubicin, docetaxel or nivolumab.
* Female subject is pregnant or breast-feeding or planning to become pregnant during study treatment and through 3 months after the last dose of gemcitabine, doxorubicin, docetaxel or nivolumab.
* Female subject of childbearing potential who is unwilling to use acceptable method(s) of effective contraception during study treatment and through 3 months after the last dose of gemcitabine, doxorubicin, docetaxel or nivolumab.
* Sexually active subjects and their partners unwilling to use male or female latex condom
