Chemotherapy Followed by Peripheral Stem Cell or Bone Marrow Transplant Compared With Chemotherapy Alone in Treating Patients With Small Cell Lung Cancer

RATIONALE: Drugs used in chemotherapy use different ways to stop tumor cells from dividing so they stop growing or die. Giving chemotherapy with peripheral stem cell transplant or bone marrow transplant may allow the doctor to give higher doses of chemotherapy drugs and kill more tumor cells. It is not yet known whether high-dose chemotherapy plus peripheral stem cell or bone marrow transplant is more effective than chemotherapy alone in treating small cell lung cancer. PURPOSE: This randomized phase III trial is studying how well chemotherapy followed by peripheral stem cell or bone marrow transplant works compared to chemotherapy alone in treating patients with limited-stage or extensive-stage small cell lung cancer.