To evaluate the safety, tolerance, and biological activity of filgrastim (recombinant granulocyte colony stimulating factor; G-CSF) given by daily subcutaneous injection prior to and concomitantly with erythropoietin (EPO) and zidovudine (AZT) in patients with AIDS or severe ARC. To evaluate the safety, tolerance, and biological activity of recombinant EPO given three times weekly by subcutaneous injection concomitantly with G-CSF and prior to and concomitantly with AZT in patients with AIDS or severe ARC. To study the safety and tolerance of three dose levels of AZT given concomitantly with G-CSF and EPO in patients with AIDS or severe ARC. To study the effects of G-CSF on neutrophil function and number in patients with AIDS or severe ARC. To study the effect of G-CSF alone and in combination with EPO on HIV replication in vivo as measured by circulating HIV p24 antigen, plasma HIV viremia, and semiquantitative HIV cocultures.