This is a randomized study of combination chemotherapy (EPOCH II) versus EPOCH II and immunotherapy with peripheral blood stem cells (PBSC) and IL-2 in patients with relapsed Hodgkin's and non-Hodgkin's lymphomas, and untreated patients with low-grade non-Hodgkin's lymphomas. The chemotherapy entails the administration of multiple cycles of infusional doxorubicin, etoposide and vincristine chemotherapy (total of 3), alternating with cycles of high-dose cyclophosphamide (3 cycles). Patients will be randomized, on a 2:1 basis, to either receive only chemotherapy or to undergo a PBSC harvest with PBSC reinfusion and IL-2 following the last cycle of chemotherapy. In all patients, immunological monitoring for NK/LAK activity, T cell number and function will be performed. The therapy is specifically targeted for patients who would be candidates for high-dose chemotherapy with stem cell support.