OUTLINE: Patients are stratified according to the number of prior treatments (1 vs 2). Patients receive cyclophosphamide IV over 1 hour every 3 hours for 5 doses. Filgrastim (G-CSF) is administered subcutaneously daily beginning 3 days after cyclophosphamide and continuing through apheresis. Upon hematologic recovery, peripheral blood stem cells (PBSC) are collected over several days. After completion of the autologous stem cell harvest and hematologic recovery, patients receive etoposide IV and cisplatin IV continuously over 4 days, followed by cytarabine IV over 2 hours. Beginning 4-6 weeks later, patients receive melphalan IV over 15 minutes on 2 consecutive days. At least 48 hours after the second dose of melphalan, PBSC are reinfused. G-CSF is administered subcutaneously daily beginning 5 days after PBSC reinfusion until hematologic recovery. Patients remaining in remission after the first course of high dose melphalan receive a second course of melphalan 4 to 6 months after the first course. Melphalan IV is administered as above with reinfusion of the remainder of PBSC. After hematologic recovery from the second transplant, patients receive interferon alfa subcutaneously 3 days weekly until relapse. Patients are followed every 2 months.