To evaluate the safety, tolerance and biological activity of filgrastim (granulocyte colony-stimulating factor; G-CSF) given by daily subcutaneous (SC) injection prior to and concomitantly with erythropoietin (EPO) and zidovudine (AZT) in patients with AIDS or severe AIDS related complex (ARC). To evaluate the safety, tolerance, and biological activity of EPO given 3 times weekly by SC injection concomitantly with G-CSF and prior to and concomitantly with AZT in patients with AIDS or severe ARC. To study the safety and tolerance of 3 dose levels of AZT given to patients with AIDS or severe ARC concomitantly treated with G-CSF and EPO. To study the effect of G-CSF alone and in combination with EPO on HIV replication in vivo as measured by circulating HIV p24 antigen, plasma HIV viremia and semiquantitative HIV cocultures.