Patients receive rituximab IV on days -10 and -7 and then on days 29, 36, 43, and 50 (weeks 4-7) and high-dose (transplant-dose) cyclophosphamide IV on days -3 to 0 without stem cell rescue. Patients receive filgrastim (G-CSF) subcutaneously once daily beginning on day 6 and continuing until blood counts recover. Patients also receive vaccine therapy comprising an allogeneic vaccine that expresses Hodgkin's tumor antigens and sargramostim (GM-CSF) (KGEL vaccine) intradermally on day 1, and weeks 4, 8, 12, 16, and 24.