Doxil, Gemcitabine, and Velcade (PS341) in Advanced Cancer Patients

Inclusion Criteria: 1. All patients with histologic proof of advanced cancer, who are not candidates for known regimens or protocol treatments of higher efficacy or priority or who have no therapy that increases survival by at least 3 months, shall be eligible for this study unless the standard therapy includes one or more of the drugs in this protocol. 2. Estimated life expectancy of at least 12 weeks. (Performance status of less than or equal to 2 (Zubrod scale). 3. Patients must voluntarily sign an informed consent indicating that they are aware of the investigational nature of this study in keeping with the policies of the hospital. The only acceptable consent form is the one attached at the end of this protocol. 4. Evaluable disease 5. Patients must have been off all previous chemotherapy or radiotherapy for at least 3 weeks and off all targeted biologic therapies for at least 5 half-lives, whichever is shorter, prior to entering this study. Patients may receive localized palliative radiotherapy immediately before or during treatment. 6. Adequate bone marrow function (Absolute neutrophil count (ANC) \> 1,500 and Platelet \> 100,000) except in the post-transplant arm where the hematologic minimum requirements will not apply if there is disease infiltration of the bone marrow. 7. Adequate liver function (bilirubin of less than or equal to 1.5 mg%, alanine aminotransferase (SGPT) \< 5 times normal) 8. Adequate renal function (creatinine less than or equal to 1.5 mg%). 9. Cardiac ejection fraction greater than or equal to 50% without evidence of Congestive heart failure (CHF) 10. Female subject is either post-menopausal or surgically sterilized or willing to use an acceptable method of birth control (i.e., a hormonal contraceptive, intrauterine device, diaphragm with spermicide, condom with spermicide, or abstinence) for the duration of the study. 11. Male subject agrees to use an acceptable methods for contraception of the duration of the study. Exclusion Criteria: 1. Symptomatic brain metastases requiring concurrent treatment, inclusive of but not limited to, surgery, radiation or cortico steroids. 2. Need for concurrent radiotherapy or other chemotherapy (other than localized palliative radiotherapy) 3. New York Heart Association Class \> II 4. Diagnosis of leukemia or myelodysplastic syndrome 5. Prior cumulative doxorubicin dose \> 300 mg/m\^2. Total cumulative dose of doxorubicin plus Doxil should not exceed 550 mg/m\^2 (or 400 mg/m) 6. Pregnant or lactating women. Confirmation that the subject is not pregnant must be established by a negative serum beta-human chorionic gonadotropin (beta-hCG) pregnancy test result obtained during screening. 7. Patient has greater than or equal to Grade 2 peripheral neuropathy within 14 days before enrollment 8. Concurrent uncontrolled infection requiring intravenous antibiotics 9. Patient has hypersensitivity to bortezomib, boron, mannitol, doxorubicin, or gemcitabine. 10. Patient has received other investigational drugs within 14 days before enrollment. 11. Serious medical or psychiatric illness likely to interfere with participation in this clinical study.