The goal of this clinical research study is to learn if thalidomide can improve symptoms such as pain, fatigue,anxiety, poor appetite, depression, and sleep problems in patients with advanced cancer.

Thalidomide is designed to change the immune system. It may also interfere with the development of tiny blood vessels that help support tumor growth.

Before you can start treatment on this study, you will have "screening tests." These tests will help the doctor decide if you are eligible to take part in this study. You will be asked about your cancer diagnosis, the drugs you are taking, and the symptoms you are having (for example, pain, fatigue, anxiety, depression, poor appetite, and sleep problems). Blood (about 2 tablespoons) will be drawn to measure protein levels in your blood.

Women who are able to have children must have a negative blood (about 1 tablespoon) pregnancy test 24 hours before beginning to receive thalidomide.

If you are found to be eligible to take part in this study, you will be randomly assigned (as in toss of a coin) to one of 2 groups. You will have an equal chance of being placed in either of the 2 groups. You, the medical staff, and researchers will not know which group you have been assigned to.

Participants in Group 1, who are not on chemotherapy, will take 2 thalidomide capsules, by mouth, once a day for 14 days. Participants in Group 1, who are on chemotherapy, will take 1 thalidomide capsule, by mouth, once a day for 7 days, and then 2 thalidomide capsules, by mouth, once a day for 7 days.

Participants in Group 2, who are not on chemotherapy, will take 2 placebo capsules, by mouth, once a day for 7 days. Participants in Group 2, who are on chemotherapy, will take 1 placebo capsule, by mouth, once a day for 7 days, and then 2 placebo capsules, by mouth, once a day for 7 days. A placebo is a substance that looks like the study drug but has no active ingredients.

You will complete 7 questionnaires, which will take about 30-60 minutes to complete. You will also have blood drawn (about 2 tablespoons) to measure protein levels in your blood. You will also have your body weight measured and be asked about your normal food intake. Your body composition will be measured using measurements that include body weight and height, skin fold thickness using Lange calipers, and bioelectrical impedance using the Tanita body composition monitoring scale. This is a non-invasive method to measure total body water, total body fat, and total body lean mass. The Tanita scale is similar to a typical weight scale, although unlike a weight scale, the Tanita scale measures body composition. Researchers will measure how much energy your body uses while at rest.

Every week, women who are able to have children must have a negative blood (about 1 tablespoon) pregnancy test.

On Day 8 [± 3 days], you will complete 3 questionnaires. The 3 questionnaires include evaluation of your symptoms, fatigue level, and overall sense of well-being and should take about 30 minutes to complete.

On Day 15 [± 3 days] you will have a study visit. You will be asked questions about any side effects you may have experienced. You will be asked about any symptoms of pain, fatigue, nausea, depression, poor appetite, and/or sleep problems. You will be asked to complete 7 questionnaires which will take about 30-60 minutes to complete. You will also have your body weight measured and be asked about your normal food intake. Your body composition will be measured and researchers will measure how much energy your body uses while at rest. Blood (about 2 tablespoons) will be drawn to measure protein levels in your blood. All patients will be given the option to receive thalidomide until Day 30 [± 3 days].

If you decide not to take thalidomide on Days 15-30, you will be considered off-study. If you decide to take thalidomide on Days 15-30, you will remain on study until Day 30. On Day 30 [± 3 days], you will have end-of-study tests.

On Day 30 [± 3 days], you will have an end-of-study visit. You will be asked questions about any side effects you may have experienced. You will be asked about any symptoms of pain, fatigue, anxiety, depression, poor appetite, and/or sleep problems.

Blood (about 2 tablespoons) will be drawn to measure protein levels in your blood. You will be asked to complete 7 questionnaires which will take about 30-60 minutes to complete. You will also have your body weight measured and be asked about your normal food intake. Your body composition will be measured and researchers will measure how much energy your body uses while at rest.

If you develop intolerable side effects, you will be taken off study. Otherwise, you will be considered off-study on either Day 15 [± 3 days] or Day 30 [± 3 days]. Blood (about 1 tablespoon) will be drawn 2 weeks after thalidomide has been stopped to check for additional side effects.

You and your doctor will have the option to continue your taking thalidomide off-study. You will participate in the S.T.E.P.S.® (System for Thalidomide Education and Prescribing Safety) program. This will include an additional consent, education about preventing pregnancy while taking thalidomide, and completing surveys about following the rules of this program.

This is an investigational study. Thalidomide is FDA-approved and commercially available. Its use in this study, for this purpose, is investigational. Up to 62 patients will take part in this study. All will be enrolled at M. D. Anderson.

Inclusion Criteria:

1. Have weight loss of > 5% within the last 6 months
2. Present with anorexia, fatigue and one of the following: anxiety, depression or sleep disturbances, during the preceding 24 hours, with an average intensity of each symptom >/= 3 on a scale of 0 to 10, in which 0=no symptom, and 10= the worst possible symptom.
3. Describe the symptoms as being present every day for a minimum of 2 weeks.
4. Have no clinical evidence of cognitive failure
5. Must be 18 years or older.
6. Expect to live at least >/= 4 weeks
7. Must have negative serum pregnancy test within 24 hours of study enrollment in women of childbearing potential. FDA criteria for the status of not of childbearing potential, hysterectomy, or menopausal for 24 consecutive months.
8. Understand and sign written informed consent.
9. Have no concurrent steroids with the exception of steroids used concurrently with chemotherapy as part of a regimen or to reduce nausea.
10. Willing and able to comply with S.T.E.P.S.[System for Thalidomide Education and Prescribing Safety]
11. Patient's Absolute neutrophil count (ANC) at time of study enrollment is >/= 750 mm (to be drawn within 14 days prior to registration)
12. May be on chemotherapy if at a stable dose. Targeted therapies or hormone therapies are permitted once patient has completed two weeks of treatment.

Exclusion Criteria:

1. Have major contraindication to thalidomide, i.e. hypersensitivity.
2. Present with National Cancer Institute (NCI) Common Toxicity Criteria Grade 3 or more peripheral neuropathy.
3. Are not able to complete the baseline assessment forms.
4. Are pregnant or lactating.
5. Patients with clinical history of seizures
6. Patients with an ANC of </= 750 at time of study enrollment will be excluded (to be drawn within 14 days prior to registration).
7. Patients with a history of Acquired Immune Deficiency Syndrome (AIDS), systemic lupus erythematous, or renal failure as defined by a serum creatinine of > 2.0 mg/dl at baseline will be excluded (to be drawn within 29 days prior to registration).
8. Patients on Revlimid (lenalidomide).
9. Patients on investigational chemotherapy/agents.

Limited accrual and attrition led to small sample size.