AMENDED: Following completion of Phase A, study participants may elect to extend their assigned maintenance therapy (DHPG alone or DHPG/GM-CSF) in combination with AZT therapy (Phase B). GM-CSF dosing will be titrated as above to maintain a target ANC of 2500-5000 cells/mm3. Those patients receiving DHPG/AZT who develop neutropenia (ANC less than 750/ml) on two occasions will begin GM-CSF to maintain a target ANC of 2500-5000 cells/mm3. A similar schedule of clinical, ophthalmologic and laboratory evaluations will be followed in order to determine the efficacy and safety of extended maintenance therapy combined with AZT. Close monitoring of antiviral (CMV, HIV) and immunomodulatory activity will be assessed. This second phase of the study will last for an additional 52 weeks. AMENDED: Extended to 68 weeks. Original design: Patients are hospitalized for a minimum of 7 days to begin treatment for CMV retinitis. They are randomly assigned to one of two groups to receive DHPG either with or without GM-CSF. DHPG is given by intravenous infusion every 12 hours for the first 14 days. DHPG maintenance therapy is then given once a day, 7 days/week for the remaining 14 weeks of the study. For patients in the DHPG with GM-CSF group, the GM-CSF is given by subcutaneous injection for the 16 weeks of the study.