Megestrol Acetate With or Without Mirtazapine in Treating Cancer Patients With Weight Loss or Loss of Appetite

Inclusion Criteria: * Patient must have a histologically or cytologically confirmed solid malignancy * Patient must be \>=18 years old. * Patient must have shown unintentional weight loss of \>= 5% in 6 weeks dating back from time of consent or \>= 10% in 6 months dating back from time of consent * Patient must have a poor appetite (defined as a score of =\< 14 on the Simplified Nutritional Appetite Questionnaire (SNAQ) * Prior diagnostic or therapeutic surgery is allowed as long as the wound has fully healed, the patient has fully recovered from the procedure, and at least 4 weeks have elapsed from the procedure; for needle or core biopsy, or minimally invasive procedures such as chest tube placement, this 4-week recovery period does not apply, but the patient must have recovered fully from the procedure * Concomitant administration of chemotherapy is permitted but not required * Prior radiation therapy is allowed for local symptom palliation prior to the start of treatment as long as at least 2 weeks have elapsed from the procedure and the patient has fully recovered from treatment-related toxicities * Patient must have an Eastern Cooperative Oncology Group (ECOG) performance status =\< 2 * Patient must have normal organ and marrow function as defined below: * Leukocytes \>= 3,000/mcL * Absolute neutrophil count \>= 1,500/mcL * Platelets \>= 100,000/mcL * Total bilirubin within normal institutional limits * Aspartate aminotransferase (AST) (serum glutamic oxaloacetic transaminase \[SGOT\])/alanine aminotransferase (ALT) (serum glutamic pyruvate transaminase \[SGPT\]) =\< 2.5 x institutional upper limit of normal * Creatinine within normal institutional limits OR creatinine clearance \>= 60 mL/min/1.73 m\^2 for patients with creatinine levels above institutional normal * Patient must be able to understand and willing to sign a written informed consent document Exclusion Criteria: * Patient must not be receiving any other investigational agents * Patient must not be receiving any tube feeds or parenteral nutrition * Patient must not be taking either MA or MRZ within 4 weeks prior to enrolling on the study, prior use of either MA or MRZ more than 4 weeks before enrollment is allowed * Patient must not be taking any medication for appetite stimulation within 4 weeks prior to enrolling on the study; prior use of an appetite stimulant more than 4 weeks before enrollment is allowed * Patient must not have a known seizure disorder * Patient must not have received abdominal radiation within 4 weeks of enrolling on the study; patients who have received abdominal radiation more than 4 weeks prior to enrollment may participate in the study, as long as they have recovered from toxicities of radiation therapy * Patient must not be taking chronic systemic corticosteroids (e.g., prednisone, dexamethasone) within the 4 weeks prior to study entry or while on study (unless as pre-medication for chemotherapy) * Patient must not have moderate to severe depression defined as score of \>= 20 on the Center for Epidemiologic Studies Depression Scale (CES-D) * Patient must not be taking any anti-depressant therapy within the 4 weeks prior to study entry * Patient must not be on antipsychotic therapy such as risperidone, quetiapine, clozapine, phenothiazine, or butyrophenone for 30 days prior to study; patient may receive prochlorperazine or other phenothiazines as antiemetic therapy * Patient must not have a history of phenylketonuria (MRZ compounds contain phenylalanine) * Patient must not have active dysphagia or gastrointestinal tract obstruction * Patient must not have a previous history of deep venous thrombosis, pulmonary embolism, or thrombophlebitis * Patient must not be receiving any other agent to increase appetite or weight such as growth hormone (GH), insulin-like growth factor (IGF-1), growth hormone-releasing hormone, insulin-like growth factor binding protein-3 (IGFBP-3), or cannabinoids within the 6 weeks prior to study entry * Patient must not have a body mass index (BMI) \> 30 * Patient must not have a history of allergic reactions attributed to compounds of similar chemical or biologic composition to MA or MRZ * Patient must not have any uncontrolled intercurrent illness including, but not limited to, ongoing or active infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac arrhythmia, or psychiatric illness/social situations that would limit compliance with study requirements * Mirtazapine can cause non-teratogenic adverse effects on the developing human fetus at the recommended therapeutic dose; for this reason and because MA as well as other therapeutic agents used in this trial are known to be teratogenic, women of childbearing potential and men must agree to use adequate contraception (hormonal or barrier method of birth control; abstinence) for the duration of study participation; should a woman become pregnant or suspect she is pregnant while participating in this study, she should inform her treating physician immediately; women of childbearing potential must have a negative pregnancy test prior to study entry