Phase I/II Study of Lenalidomide (Revlimid), All-trans Retinoic Acid (ATRA) and Dexamethasone in Patients With Relapsed/Refractory Multiple Myeloma

Study Groups: If you are found to be eligible to take part in this study, you will be assigned to a study group based on when you joined this study. Up to 2 groups of up to 3-6 patients participants will be enrolled in the Phase I portion of the study, and up to 58 participants will be enrolled in Phase II. If you are enrolled in the Phase I portion, the dose of lenalidomide, dexamethasone, and ATRA you receive will depend on when you joined this study. The first group of participants will receive the lowest dose level of the combination. Each new group will receive a higher dose of the combination than the group before it, if no intolerable side effects were seen. This will continue until the highest tolerable dose of the combination of lenalidomide and ATRA is found. If you are enrolled in the Phase II portion, you will be assigned to 1 of 2 groups based on the therapy you were receiving before you began to take part in this study. * If you were receiving lenalidomide alone, you will take lenalidomide and ATRA (Group A). * If you were receiving lenalidomide and dexamethasone when you started this study, you will take lenalidomide, dexamethasone, and ATRA (Group B). Study Drug Administration: Each cycle is 28 days. The first part of the study, called induction, will have 3 cycles. After that is the maintenance part of the study. You will be able to continue on maintenance for as long as the doctor thinks it is in your best interest. Induction: * On Day 1-21 of each cycle, you will take lenalidomide by mouth 1 time every day. * On Days 1-21 of each cycle, you will take ATRA by mouth 2 times each day. * On Days 1, 8, 15, and 22 of each cycle (+/- 3 days), you will take dexamethasone by mouth. Maintenance: * On Day 1-21 of each cycle, you will take lenalidomide by mouth 1 time every day. * On Days 1-14 of each cycle, you will take ATRA by mouth 2 times each day. * If you are in Group A, on Days 1, 8, 15, and 22 of each cycle (+/- 3 days), you will take dexamethasone by mouth. If a dose of lenalidomide is missed or vomited, you should continue with the regular schedule of the drug at the next dose, and a missed dose should NOT be made up. Lenalidomide capsules should be swallowed whole, and should not be broken, chewed or opened. If you take more than the prescribed dose of lenalidomide, you should seek emergency medical care if needed and contact study staff right away Study Visits: Induction Study Visits: On Days 1, 8, and 15 of Cycle 1: * You will have a physical exam. * Blood (about 3 tablespoon) will be drawn for routine tests. * Urine will be collected over 24 hours to check the status of the disease (Day 1 only). Between Days 19 and 21 of Cycle 1, you will have a bone marrow aspiration and blood (about 1 teaspoon) will be drawn to measure the levels of certain proteins for research purposes. On about Day 1 of Cycles 2-3: * You will have a physical exam. * Blood (about 3 tablespoons) will be drawn for routine tests * Blood (about 1 teaspoon) will be drawn to measure proteins in your blood. * Urine will be collected over 24 hours to check the status of the disease. If your doctor thinks it is needed, the visits may take place more often. You may have extra visits at any time during the study if your doctor thinks it is needed for your care. Maintenance Therapy Study Visits: Once a month during Maintenance Therapy: * You will have a physical exam. * Blood (about 2 teaspoons) will be drawn for routine tests. * Blood (about 1 teaspoon) will be drawn to measure proteins in your blood. * Urine will be collected over 24 hours to check the status of the disease. * If the doctor thinks it is needed, you will have a bone marrow biopsy to check the status of the disease. Length of Study: You will receive up to 3 cycles of the study drugs during induction. You may continue taking the study drugs during maintenance for as long as the doctor thinks it is in your best interest. You will no longer be able to take the study drug if the disease gets worse if intolerable side effects occur, or you are unable to follow study directions. Your participation on this study will be over after the end-of-study visit. End-of-Study Visit: If you go off study for any reason, you will have an end-of-study visit. This is usually done about 30 days after the last dose of the study drugs. At this visit, the following tests and procedures will be performed: * You will have a physical exam. * Blood (about 2-3 teaspoons) and urine (over 24 hours) will be collected to check the status of the disease. * Blood (about 1 tablespoon) will be drawn for routine tests. * If the doctor thinks it is needed, you will have a bone marrow biopsy to check the status of the disease. This is an investigational study. ATRA is FDA approved and commercially available to treat acute promyelocytic leukemia. Lenalidomide is FDA approved and commercially available to treat MM. Dexamethasone is FDA approved and commercially available to treat inflammation and allergic conditions and to manage the symptoms of several types of leukemia and lymphoma. The combination of ATRA, lenalidomide, and dexamethasone is investigational. Up to 70 participants will be enrolled in this study. All will take part at MD Anderson.