Patients with active autoimmune hemolytic anemia (AIHA)) grade III or higher (transfusion or steroids indicated) or immune thrombocytopenia (ITP) grade III or higher (platelets less than 50,000/microL) shall not be enrolled. Patients with a history of prior therapy to control either AIHA or ITP will be eligible, provided they do not require maintenance corticosteroids, and have not received monoclonal antibody therapy in the past 6 months. Patients developing AIHA or ITP on protocol may be managed as medically indicated on protocol but will generally not undergo fludarabine/rituximab treatment until resolution of hemolysis or thrombocytopenia to less than grade III.