This is a pilot phase II open label study testing the activity and feasibility of utilizing a regimen to boost the immune system in order to treat AML, ALL, blast phase CML, and MDS relapse after allogeneic transplantation. The regimen is a step-wise use of withdrawal of immunosuppression, cytoreduction if needed, administration of granulocyte-macrophage colony-stimulating factor (GM-CSF) and pegylated interferon (IFN) α-2b to patients who relapsed after an allogeneic transplant and will assess efficacy.