Oxazepam and Diphenhydramine should not be combined on your own. Diphenhydramine is an antihistamine, and the leaflet lists this group among the medicines you should especially check with a doctor about before taking them with Oxazepam. If you use both, or plan to, speak to your doctor first.
These medicines are often taken together with some care. Your doctor may change a dose, space them apart or check on you more often. Make sure your doctor and pharmacist know you take both.