OBJECTIVES: I. Assess the toxicities, response rate, and duration of response associated with high-dose cyclophosphamide, etoposide, carmustine or high-dose cyclophosphamide and total-body irradiation followed by autologous, allogeneic, or syngeneic bone marrow transplant in patients with refractory or high-risk non-Hodgkin's lymphoma, Hodgkin's disease, or multiple myeloma. II. Evaluate any prognostic factors.