This is a double-blind (a medical research study in which neither the researchers nor the participants know what treatment the participants is receiving), randomized (study drug is assigned by chance), multi-center (when more than one hospital or medical school team work on a medical research study), comparative, parallel-group (a clinical trial comparing the response in two or more groups of participants receiving different treatments) study of OROS hydromorphone HCl compared with oxycodone HCl controlled-release in participants with moderate to severe cancer (abnormal tissue that grows and spreads in the body until it kills) pain. The study will consist of 3 phases: a screening period (up to 14 days before randomization), a dose titration phase (up to 8 days), and a dose maintenance phase (28 days). The study visits will be scheduled at weekly intervals. Eligible participants will be randomly assigned to receive either hydromorphone HCl once daily or oxycodone HCl twice daily (placebo will be administered when necessary for blinding). During titration phase, dosage of hydromorphone HCl or oxycodone HCl will be adjusted upward or downward to achieve stable pain control. It can be from 2 days to 8 days. Participants who complete dose titration will enter into the dose maintenance phase and will receive study treatment for 28 consecutive days. Morphine hydrochloride will be given as rescue analgesic (drug used to control pain) medication for breakthrough pain during the study. Primarily efficacy will be evaluated by measuring change in the score of Brief Pain Inventory (BPI) questionnaire item 'worst pain' at end of maintenance period. Participants' safety will be monitored throughout the study.