This phase I trial is studying the side effects and best dose of interferon alfa-2b when given together with vaccine therapy and GM-CSF in treating patients with locally advanced or metastatic cancer that makes CEA. Vaccines made from a gene-modified virus may help the body build an effective immune response to kill cancer cells that make carcinoembryonic antigen (CEA). Biological therapies, such as GM-CSF, may stimulate the immune system in different ways and stop cancer cells from growing. Interferon alfa-2b may interfere with the growth of cancer cells and slow cancer growth. Giving vaccine therapy together with GM-CSF and interferon alfa-2b may kill more cancer cells that make CEA.