Infliximab and Intravenous Immunoglobulin Therapy in Treating Patients With Steroid-Refractory Pneumonitis

Inclusion Criteria: * Patients must be English-speaking and be able to provide informed consent * 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 of 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 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 be strongly advised to use an 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 may have received any number of lines of prior systemic therapy * Patient may have any solid tumor or hematologic malignancy is eligible * Patient must have received treatment with an anti-PD-1/P…