Patient must be >= 18 years of age

Patients must be English-speaking and have the ability to understand and the willingness to sign a written informed consent document. Patients with impaired decision-making capacity (IDMC) who have a legally authorized representative (LAR) or caregiver and/or family member available will also be considered eligible

Patient must be willing and able to undergo arterial blood gas assessment as per the treating investigator. Patient must not have contraindication for arterial blood gas assessment

Women must not be pregnant or breast-feeding due to the potential risk to the fetus with infliximab or IVIG. All females of childbearing potential must have a blood test or urine test within 14 days prior to randomization to rule out pregnancy. A female of childbearing potential is defined as any woman, regardless of sexual orientation or whether they have undergone tubal ligation, who meets the following criteria: 1) has achieved menarche at some point, 2) has not undergone a hysterectomy or bilateral oophorectomy; or 3) has not been naturally postmenopausal for at least 24 consecutive months (i.e., has had menses at any time in the preceding 24 consecutive months)

Women of childbearing potential and sexually active males must not conceive or father children by using accepted and effective method(s) of contraception or to abstain from sexual intercourse for a minimum of 56 days (the duration of their participation in the study)

Patient must have an Eastern Cooperative Oncology Group (ECOG) performance status of 0-3

Patient with any solid tumor or hematologic malignancy is eligible
* NOTE: Patient may have received any number of lines of prior systemic therapy

Patient must have received treatment with an anti-PD-1/PD-L1 agent either alone or in combination with another anti-cancer agent, as their most recent therapy prior to development of pneumonitis
* NOTE: Patient may have received anti-PD-1/PD-L1 therapy as standard-of-care or part of a clinical trial

Patient must not be receiving anti-PD-1/-PD-L1 agent in combination with any of the following anti-cancer agents: docetaxel, cyclophosphamide, gefitinib, erlotinib, osimertinib, crizotinib, bleomycin, afatinib

Patient must have steroid-refractory pneumonitis defined as:
* Grade 2 pneumonitis that has not clinically improved by a Common Terminology Criteria for Adverse Events (CTCAE) grade in greater than 72 hours or maximum of 21 days or
* Grade 3 or higher pneumonitis that has not clinically improved by a CTCAE grade in greater than 48 hours or maximum of 21 days with high dose corticosteroids (methylprednisolone or prednisone 1-4 mg/kg/equivalent) as their most recent treatment for pneumonitis, as determined by the treating investigator
* CTCAE grade 1 radiographic findings

Patient must have had pathogen-negative infectious diagnostic evaluation within 21 days prior to randomization, and at a minimum these should include: blood culture, urine culture, sputum culture, and viral panel: rapid flu and RSV (respiratory syncytial virus). Empiric antibiotics for culture negative infections are not an exclusion for study entry

Patient must not have clinical evidence of cardiac dysfunction (as determined by the treating investigator) as an alternative diagnosis to steroid-refractory pneumonitis

Patient must not be receiving concurrent radiation therapy to the chest

Patient must not be deemed to have radiation pneumonitis. Patients with a history of stable radiation pneumonitis not requiring corticosteroid therapy within the last 3 months prior to randomization will be allowed on study

Patient must not have pre-existing interstitial lung disease or pneumonitis requiring corticosteroid therapy from any other cause, as determined by the treating investigator

Patient must not have an absolute contraindication to IVIG or infliximab, including: clinical history of severe hypersensitivity reaction, selective IgA deficiency, active hepatitis B, active tuberculosis, active human immunodeficiency virus/acquired immunodeficiency syndrome (HIV/AIDS) where a study subject has a CD4 count of =< 200 at screening, or drug interaction

Patient must have a negative tuberculosis assessment (TB spot test, quantiferon gold or tuberculin skin test) within 21 days prior to randomization and either negative or low clinical suspicion

Patient must have chest CT scan with or without contrast performed =< 14 days before randomization. Patient must not have a contraindication for CT

PRIMARY OBJECTIVE:
I. To assess pneumonitis response to additional immunosuppression (infliximab or intravenous immunoglobulin therapy [IVIG]) in patients with steroid-refractory pneumonitis at 28-days.

SECONDARY OBJECTIVES:
I. To assess functional parameters of steroid-refractory pneumonitis on days 1, 14, and 28 of receipt of additional immunosuppression (infliximab or IVIG).
II. To assess radiologic parameters of steroid-refractory pneumonitis on days 1, 14, and 28 of receipt of additional immunosuppression (infliximab or IVIG).
III. To assess patient-reported outcomes of steroid-refractory pneumonitis on days 1, 14, and 28 of receipt of additional immunosuppression (infliximab or IVIG).
IV. To assess death in the 28-day period after additional immunosuppression.
V. To assess the rate of infections after additional immunosuppression.

EXPLORATORY OBJECTIVES:
I. To examine serial blood samples in patients who develop steroid-refractory pneumonitis.
II. To evaluate associations between pneumonitis and autoantibodies, T-cell expansion, and baseline cytokines in the blood.

OUTLINE: Patients are randomized to 1 of 2 arms.

ARM A: Patients receive infliximab intravenously (IV) on day 1 followed by prednisone taper IV or orally (PO) for 4-6 weeks in the absence of disease progression or unacceptable toxicity. Patients may receive an additional dose of infliximab IV on day 14 at the discretion of the treating physician. Patients also undergo computed tomography (CT) and collection of blood samples at screening and on study.

ARM B: Patients receive intravenous immunoglobulin therapy IV over 2-5 days per institutional guidelines followed by prednisone taper IV or PO for 4-6 weeks in the absence of disease progression or unacceptable toxicity. Patients also undergo CT and collection of blood samples at screening and on study.

After completion of study treatment, patients are followed up at 28, 42 and 56 days.