OUTLINE: Autologous bone marrow and/or peripheral blood stem cells (PBSC) are harvested. Patients then receive intensive cyclophosphamide IV over 1 hour on days -8 to -5 and melphalan IV over 15 minutes on days -4 to -2. Bone marrow is reinfused on day 0. PBSC are reinfused on day 0 if used alone or on day 1 if used after autologous bone marrow transplantation (ABMT). Sargramostim (GM-CSF) is administered IV over 2 hours daily beginning 4 hours after ABMT and continuing until blood counts recover.