Phase I trial to study the effectiveness of combining interleukin-12 and interferon alfa in treating patients who have residual, recurrent, or metastatic malignant melanoma or other advanced cancer that has not responded to standard therapy. Interleukin-12 may stimulate a person's white blood cells to kill cancer cells. Interferon alfa may interfere with the growth of the cancer cells. Combining interleukin-12 with interferon alfa may kill more cancer cells.