Patients receive carfilzomib intravenously (IV) over 30 minutes on days 1, 8, and 15. Treatment repeats every 28 days for up to 6 courses in the absence of disease progression or unacceptable toxicity. Patients who fail to achieve at least 25% M-protein reduction for Waldenstrom's macroglobulinemia or partial response for marginal zone lymphoma after 2 courses of carfilzomib, receive rituximab IV weekly on days 1, 8, 15, and 22 of course 3 and then monthly on day 1 of courses 4-6 in the absence of disease progression or unacceptable toxicity.